+77.4%
IBM vs VIAV
+297.4%
-220.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.3% |
| 7D | +3.6% | +13.6% | -10.0% | +3.1% |
| 30D | +1.5% | +5.3% | -3.8% | +1.1% |
| 3M | -12.9% | -15.6% | +2.7% | -12.6% |
| 6M | -3.9% | +34.0% | -37.9% | -8.6% |
| YTD | -17.3% | +119.9% | -137.2% | -26.4% |
| 1Y | -5.0% | +235.2% | -240.1% | -19.7% |
| All | +77.4% | +297.4% | -220.0% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling