-100.0%
VIVK vs IVZ
+202.0%
-302.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +7.8% |
| 7D | +13.1% | +1.1% | +12.0% | +12.9% |
| 30D | -29.7% | +3.1% | -32.8% | -29.9% |
| 3M | -93.0% | +18.2% | -111.1% | -93.1% |
| 6M | -98.0% | +38.6% | -136.6% | -98.1% |
| YTD | -97.8% | +25.9% | -123.7% | -97.8% |
| 1Y | -100.0% | +51.7% | -151.6% | -100.0% |
| 3Y | -100.0% | +138.7% | -238.6% | -100.0% |
| 5Y | -100.0% | +62.8% | -162.8% | -100.0% |
| 10Y | -100.0% | +60.9% | -160.9% | -100.0% |
| All | -100.0% | +202.0% | -302.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling