+78.8%
IVV vs VIAV
+290.6%
-211.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.8% | -1.7% |
| 7D | +0.5% | +11.3% | -10.8% | -0.6% |
| 30D | -1.0% | -1.0% | 0.0% | -1.2% |
| 3M | +3.9% | -20.5% | +24.4% | +5.5% |
| 6M | +14.5% | +39.0% | -24.5% | +7.7% |
| YTD | +12.9% | +117.5% | -104.5% | -0.9% |
| 1Y | +19.4% | +233.8% | -214.4% | -2.7% |
| 3Y | +78.8% | +295.4% | -216.6% | +37.9% |
| All | +78.8% | +290.6% | -211.8% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling