+404.6%
VIAV vs IBB
+125.5%
+279.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +11.2% | -4.2% | +15.4% | +14.1% |
| 30D | -10.1% | +1.1% | -11.2% | -11.4% |
| 3M | -22.9% | +19.0% | -41.9% | -32.1% |
| 6M | +28.8% | +18.9% | +9.9% | +13.0% |
| YTD | +117.5% | +20.3% | +97.1% | +89.4% |
| 1Y | +216.1% | +41.5% | +174.6% | +147.5% |
| 3Y | +292.2% | +60.3% | +231.9% | +180.7% |
| 5Y | +141.0% | +18.7% | +122.3% | +106.6% |
| All | +404.6% | +125.5% | +279.1% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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