-2.5%
IBM vs VIAV
+200.0%
-202.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -0.3% | -4.6% | +4.3% | -0.3% |
| 30D | +0.3% | -10.4% | +10.7% | +0.1% |
| 3M | -21.6% | -34.5% | +12.9% | -21.0% |
| 6M | -4.7% | +7.0% | -11.7% | -7.7% |
| YTD | -19.1% | +95.6% | -114.7% | -27.1% |
| 1Y | -2.5% | +197.2% | -199.7% | -13.1% |
| All | -2.5% | +200.0% | -202.5% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling