-100.0%
VIVK vs IWD
+74.1%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.4% | -14.8% | -14.6% |
| 7D | -48.0% | -0.6% | -47.4% | -47.7% |
| 30D | -88.4% | +3.6% | -92.0% | -88.8% |
| 3M | -98.7% | +2.7% | -101.4% | -98.8% |
| 6M | -100.0% | +13.2% | -113.2% | -100.0% |
| YTD | -100.0% | +26.8% | -126.7% | -100.0% |
| 1Y | -100.0% | +29.3% | -129.3% | -100.0% |
| 3Y | -100.0% | +85.1% | -185.1% | -100.0% |
| 5Y | -100.0% | +74.2% | -174.2% | -100.0% |
| All | -100.0% | +74.1% | -174.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling