+168.1%
IJR vs VIAV
+419.4%
-251.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.5% |
| 7D | -2.2% | +11.2% | -13.3% | -5.4% |
| 30D | -4.6% | -10.1% | +5.5% | -2.3% |
| 3M | +0.2% | -22.9% | +23.1% | +5.2% |
| 6M | +14.7% | +28.8% | -14.1% | -1.6% |
| YTD | +18.9% | +117.5% | -98.6% | -17.7% |
| 1Y | +19.9% | +216.1% | -196.1% | -29.3% |
| 3Y | +53.0% | +292.2% | -239.2% | -21.2% |
| 5Y | +40.9% | +141.0% | -100.1% | -13.2% |
| All | +168.1% | +419.4% | -251.4% | +23.1% |
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