+690.9%
IYR vs VIAV
-92.8%
+783.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.9% | +13.6% | -14.5% | -3.0% |
| 30D | -2.4% | +5.3% | -7.7% | -3.7% |
| 3M | -2.0% | -15.6% | +13.6% | -1.1% |
| 6M | +2.5% | +34.0% | -31.5% | -5.3% |
| YTD | +8.3% | +119.9% | -111.6% | -8.6% |
| 1Y | +6.5% | +235.2% | -228.7% | -16.8% |
| 3Y | +29.3% | +299.8% | -270.5% | -3.8% |
| 5Y | +5.7% | +140.1% | -134.4% | -15.6% |
| 10Y | +69.2% | +420.3% | -351.1% | +17.4% |
| All | +690.9% | -92.8% | +783.7% | +357.7% |
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