+990.2%
IBKR vs VIAV
+419.4%
+570.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.2% |
| 7D | -1.3% | +11.2% | -12.5% | -4.5% |
| 30D | -0.2% | -10.1% | +9.9% | +2.3% |
| 3M | +3.0% | -22.9% | +25.8% | +8.4% |
| 6M | +33.9% | +28.8% | +5.1% | +17.6% |
| YTD | +42.5% | +117.5% | -74.9% | +3.9% |
| 1Y | +44.9% | +216.1% | -171.2% | -7.8% |
| 3Y | +293.0% | +292.2% | +0.8% | +123.5% |
| 5Y | +497.7% | +141.0% | +356.7% | +300.5% |
| All | +990.2% | +419.4% | +570.8% | +446.7% |
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