-100.0%
VIVK vs IVZ
+132.2%
-232.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -9.5% | -2.4% | -7.1% | -9.2% |
| 30D | -35.1% | +2.5% | -37.6% | -35.5% |
| 3M | -93.4% | +17.1% | -110.4% | -93.7% |
| 6M | -98.0% | +35.1% | -133.1% | -98.2% |
| YTD | -97.9% | +24.3% | -122.2% | -98.0% |
| 1Y | -100.0% | +48.7% | -148.6% | -100.0% |
| All | -100.0% | +132.2% | -232.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling