+776.1%
IVV vs VIAV
-91.1%
+867.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.0% |
| 7D | +0.1% | -4.6% | +4.7% | +0.9% |
| 30D | +0.1% | -10.4% | +10.5% | +1.5% |
| 3M | +2.0% | -34.5% | +36.5% | +8.0% |
| 6M | +13.0% | +7.0% | +6.1% | +8.2% |
| YTD | +13.6% | +95.6% | -82.0% | -3.3% |
| 1Y | +20.1% | +197.2% | -177.1% | -5.9% |
| 3Y | +77.6% | +232.0% | -154.4% | +33.4% |
| 5Y | +82.5% | +102.2% | -19.7% | +48.1% |
| 10Y | +316.5% | +344.6% | -28.1% | +189.9% |
| All | +776.1% | -91.1% | +867.2% | +535.5% |
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