+29.1%
IYR vs VIAV
+293.0%
-263.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.6% |
| 7D | -1.4% | +11.2% | -12.5% | -2.0% |
| 30D | -2.7% | -10.1% | +7.4% | -2.1% |
| 3M | -2.1% | -22.9% | +20.7% | -0.8% |
| 6M | +3.6% | +28.8% | -25.2% | -0.9% |
| YTD | +8.1% | +117.5% | -109.3% | -3.2% |
| 1Y | +4.7% | +216.1% | -211.3% | -11.3% |
| 3Y | +29.1% | +292.2% | -263.1% | -1.6% |
| All | +29.1% | +293.0% | -263.9% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling