+753.8%
IWM vs VIAV
-91.6%
+845.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.9% |
| 7D | +1.4% | +7.9% | -6.5% | -0.5% |
| 30D | +2.3% | -20.3% | +22.6% | +6.4% |
| 3M | -8.3% | -28.5% | +20.2% | -3.5% |
| 6M | -1.3% | -42.7% | +41.4% | +7.0% |
| YTD | +13.5% | +72.4% | -58.9% | -6.9% |
| 1Y | +18.4% | +81.5% | -63.1% | -4.1% |
| 3Y | +69.6% | +293.8% | -224.2% | +11.6% |
| 5Y | +23.3% | +101.4% | -78.2% | -6.6% |
| 10Y | +147.0% | +293.8% | -146.9% | +59.6% |
| All | +753.8% | -91.6% | +845.4% | +492.3% |
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