-100.0%
VIVK vs IWD
+71.7%
-171.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.3% |
| 7D | +13.1% | -0.2% | +13.2% | +13.3% |
| 30D | -29.7% | -0.8% | -28.9% | -29.2% |
| 3M | -93.0% | +8.0% | -101.0% | -93.4% |
| 6M | -98.0% | +18.2% | -116.2% | -98.3% |
| YTD | -97.8% | +22.3% | -120.1% | -98.2% |
| 1Y | -100.0% | +28.9% | -128.8% | -100.0% |
| 3Y | -100.0% | +71.5% | -171.5% | -100.0% |
| All | -100.0% | +71.7% | -171.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling