+165.3%
IWM vs VIAV
+401.3%
-236.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.4% |
| 7D | -2.5% | +11.2% | -13.7% | -5.9% |
| 30D | -4.4% | -2.6% | -1.8% | -4.7% |
| 3M | +2.2% | -20.1% | +22.4% | +6.3% |
| 6M | +14.0% | +25.8% | -11.8% | -1.6% |
| YTD | +17.4% | +109.9% | -92.5% | -18.2% |
| 1Y | +22.9% | +214.3% | -191.3% | -28.0% |
| 3Y | +62.1% | +281.6% | -219.6% | -16.5% |
| 5Y | +38.2% | +132.6% | -94.4% | -14.1% |
| All | +165.3% | +401.3% | -236.1% | +23.5% |
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 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