+3,860.3%
IBM vs VIAV
+2,964.2%
+896.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | -0.3% | -4.6% | +4.3% | +0.4% |
| 30D | +0.3% | -10.4% | +10.7% | +1.5% |
| 3M | -21.6% | -34.5% | +12.9% | -17.8% |
| 6M | -4.7% | +7.0% | -11.7% | -9.2% |
| YTD | -19.1% | +95.6% | -114.7% | -30.8% |
| 1Y | -2.5% | +197.2% | -199.7% | -22.6% |
| 3Y | +74.2% | +232.0% | -157.8% | +32.7% |
| 5Y | +113.1% | +102.2% | +10.9% | +73.4% |
| 10Y | +133.5% | +344.6% | -211.1% | +64.0% |
| All | +3,860.3% | +2,964.2% | +896.1% | +2,001.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling