+357.7%
IGV vs VIAV
+419.4%
-61.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.6% |
| 7D | -2.9% | +11.2% | -14.1% | -5.6% |
| 30D | -1.5% | -10.1% | +8.6% | +0.4% |
| 3M | +11.7% | -22.9% | +34.5% | +16.1% |
| 6M | +18.4% | +28.8% | -10.4% | +1.6% |
| YTD | -3.9% | +117.5% | -121.4% | -33.2% |
| 1Y | -9.7% | +216.1% | -225.7% | -46.1% |
| 3Y | +38.4% | +292.2% | -253.8% | -27.7% |
| 5Y | +21.6% | +141.0% | -119.4% | -23.1% |
| All | +357.7% | +419.4% | -61.7% | +122.2% |
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 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