+1,124.6%
IJR vs VIAV
-89.8%
+1,214.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.7% | +0.1% |
| 7D | -2.3% | +11.2% | -13.5% | -4.7% |
| 30D | -4.7% | -2.6% | -2.1% | -4.8% |
| 3M | +2.1% | -20.1% | +22.3% | +4.9% |
| 6M | +13.9% | +25.8% | -12.0% | +4.3% |
| YTD | +18.2% | +109.9% | -91.6% | -4.3% |
| 1Y | +21.8% | +214.3% | -192.5% | -10.5% |
| 3Y | +52.2% | +281.6% | -229.4% | +5.0% |
| 5Y | +40.1% | +132.6% | -92.5% | +6.1% |
| 10Y | +169.7% | +396.7% | -227.0% | +73.4% |
| All | +1,124.6% | -89.8% | +1,214.3% | +740.6% |
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