+323.1%
VIAV vs IBB
+91.0%
+232.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.2% |
| 7D | +12.3% | -1.4% | +13.7% | +13.6% |
| 30D | -21.0% | +6.8% | -27.8% | -23.2% |
| 3M | -14.1% | +9.2% | -23.3% | -18.3% |
| 6M | -39.9% | +28.3% | -68.3% | -49.1% |
| YTD | +85.2% | +29.4% | +55.8% | +55.9% |
| 1Y | +84.3% | +33.2% | +51.1% | +52.1% |
| All | +323.1% | +91.0% | +232.0% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling