+147.3%
IBM vs VIAV
+291.8%
-144.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.8% |
| 7D | +1.6% | +7.9% | -6.3% | +0.3% |
| 30D | +9.2% | -20.3% | +29.5% | +12.0% |
| 3M | +4.9% | -28.5% | +33.5% | +8.4% |
| 6M | +16.8% | -42.7% | +59.5% | +23.2% |
| YTD | -14.3% | +72.4% | -86.7% | -30.8% |
| 1Y | -16.7% | +81.5% | -98.2% | -33.7% |
| 3Y | +82.2% | +293.8% | -211.6% | +14.7% |
| 5Y | +149.9% | +101.4% | +48.5% | +84.7% |
| All | +147.3% | +291.8% | -144.6% | +55.1% |
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 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