+945.1%
IGV vs VIAV
-17.2%
+962.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -1.5% | +13.6% | -15.1% | -4.9% |
| 30D | -3.0% | +5.3% | -8.4% | -5.3% |
| 3M | +9.6% | -15.6% | +25.2% | +11.0% |
| 6M | +16.1% | +34.0% | -17.9% | +1.0% |
| YTD | -3.6% | +119.9% | -123.5% | -28.3% |
| 1Y | -7.8% | +235.2% | -243.0% | -39.6% |
| 3Y | +40.0% | +299.8% | -259.8% | -15.4% |
| 5Y | +21.2% | +140.1% | -118.9% | -16.4% |
| 10Y | +364.4% | +420.3% | -55.9% | +153.9% |
| All | +945.1% | -17.2% | +962.3% | +428.0% |
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 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