+38.2%
IWM vs VIAV
+128.3%
-90.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | 0.0% |
| 7D | -2.5% | +11.2% | -13.7% | -5.0% |
| 30D | -4.4% | -2.6% | -1.8% | -4.6% |
| 3M | +2.2% | -20.1% | +22.4% | +5.4% |
| 6M | +14.0% | +25.8% | -11.8% | +2.1% |
| YTD | +17.4% | +109.9% | -92.5% | -11.3% |
| 1Y | +22.9% | +214.3% | -191.3% | -19.5% |
| 3Y | +62.1% | +281.6% | -219.6% | -4.6% |
| 5Y | +38.2% | +132.6% | -94.4% | -1.8% |
| All | +38.2% | +128.3% | -90.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling