-100.0%
VIVK vs IWD
+201.1%
-301.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -9.5% | -2.3% | -7.1% | -8.3% |
| 30D | -35.1% | -1.8% | -33.3% | -34.4% |
| 3M | -93.4% | +8.0% | -101.4% | -93.7% |
| 6M | -98.0% | +17.0% | -115.0% | -98.2% |
| YTD | -97.9% | +21.3% | -119.1% | -98.1% |
| 1Y | -100.0% | +27.9% | -127.9% | -100.0% |
| 3Y | -100.0% | +70.1% | -170.0% | -100.0% |
| 5Y | -100.0% | +74.2% | -174.2% | -100.0% |
| All | -100.0% | +201.1% | -301.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling