-100.0%
VIVK vs IWD
+631.8%
-731.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | -38.6% | +1.7% | -40.3% | -39.4% |
| 30D | -87.7% | +3.2% | -91.0% | -87.9% |
| 3M | -98.9% | +2.3% | -101.2% | -98.9% |
| 6M | -100.0% | +12.9% | -112.9% | -100.0% |
| YTD | -100.0% | +26.2% | -126.2% | -100.0% |
| 1Y | -100.0% | +28.3% | -128.3% | -100.0% |
| 3Y | -100.0% | +84.4% | -184.4% | -100.0% |
| 5Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 10Y | -100.0% | +203.3% | -303.3% | -100.0% |
| All | -100.0% | +631.8% | -731.8% | -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