+404.6%
VIAV vs IAG
+427.6%
-23.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +11.2% | -1.1% | +12.2% | +11.3% |
| 30D | -10.1% | +12.1% | -22.2% | -11.1% |
| 3M | -22.9% | +25.5% | -48.4% | -24.6% |
| 6M | +28.8% | -7.1% | +35.9% | +28.5% |
| YTD | +117.5% | +22.9% | +94.6% | +111.7% |
| 1Y | +216.1% | +83.3% | +132.7% | +198.6% |
| 3Y | +292.2% | +808.5% | -516.3% | +226.2% |
| 5Y | +141.0% | +838.0% | -697.0% | +94.3% |
| All | +404.6% | +427.6% | -23.0% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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