+219.7%
IAU vs VIAV
+419.4%
-199.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.4% |
| 7D | -2.0% | +11.2% | -13.2% | -2.5% |
| 30D | -1.5% | -10.1% | +8.6% | -1.2% |
| 3M | +3.3% | -22.9% | +26.1% | +4.0% |
| 6M | -16.2% | +28.8% | -45.0% | -17.3% |
| YTD | +0.7% | +117.5% | -116.8% | -2.4% |
| 1Y | +19.2% | +216.1% | -196.8% | +14.4% |
| 3Y | +124.4% | +292.2% | -167.8% | +113.2% |
| 5Y | +140.0% | +141.0% | -0.9% | +129.3% |
| All | +219.7% | +419.4% | -199.8% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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