-6.5%
IBM vs VIAV
+217.8%
-224.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.1% | -2.5% |
| 7D | -0.3% | +11.2% | -11.5% | -0.2% |
| 30D | -1.8% | -2.6% | +0.8% | -1.9% |
| 3M | -13.5% | -20.1% | +6.7% | -13.3% |
| 6M | -5.1% | +25.8% | -30.9% | -9.0% |
| YTD | -19.4% | +109.9% | -129.3% | -27.6% |
| 1Y | -6.5% | +214.3% | -220.8% | -18.0% |
| All | -6.5% | +217.8% | -224.3% | -18.0% |
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