-100.0%
VIVK vs IWD
+615.0%
-715.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -12.0% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | -43.6% | +0.6% | -44.2% | -43.7% |
| 3M | -95.1% | +7.2% | -102.4% | -95.3% |
| 6M | -98.2% | +16.2% | -114.4% | -98.3% |
| YTD | -97.9% | +23.3% | -121.3% | -98.1% |
| 1Y | -100.0% | +29.6% | -129.5% | -100.0% |
| 3Y | -100.0% | +70.5% | -170.4% | -100.0% |
| 5Y | -100.0% | +73.5% | -173.5% | -100.0% |
| 10Y | -100.0% | +198.3% | -298.3% | -100.0% |
| All | -100.0% | +615.0% | -715.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling