+766.3%
IVV vs VIAV
-91.6%
+857.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.2% |
| 7D | -0.9% | +12.3% | -13.2% | -3.1% |
| 30D | -2.3% | -21.0% | +18.6% | +0.8% |
| 3M | -1.2% | -14.1% | +12.9% | -0.4% |
| 6M | +3.3% | -39.9% | +43.2% | +9.1% |
| YTD | +12.3% | +85.2% | -72.9% | -4.9% |
| 1Y | +12.5% | +84.3% | -71.7% | -4.8% |
| 3Y | +79.2% | +320.9% | -241.8% | +27.3% |
| 5Y | +75.6% | +117.5% | -41.9% | +38.8% |
| 10Y | +313.4% | +323.1% | -9.7% | +186.2% |
| All | +766.3% | -91.6% | +857.9% | +525.3% |
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