+133.3%
VIAV vs IAG
+378.9%
-245.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +13.6% | +1.7% | +11.9% | +13.3% |
| 30D | +5.3% | +11.4% | -6.1% | +3.9% |
| 3M | -15.6% | +33.0% | -48.6% | -18.5% |
| 6M | +34.0% | -6.0% | +40.0% | +33.9% |
| YTD | +119.9% | +24.6% | +95.3% | +112.1% |
| 1Y | +235.2% | +105.0% | +130.2% | +206.4% |
| 3Y | +299.8% | +837.9% | -538.1% | +203.0% |
| 5Y | +140.1% | +817.0% | -676.9% | +74.6% |
| 10Y | +420.3% | +425.3% | -5.0% | +269.1% |
| All | +133.3% | +378.9% | -245.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling