-81.1%
VIAV vs IBB
+560.8%
-642.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.5% | +4.4% |
| 7D | -4.6% | +1.4% | -6.0% | -5.9% |
| 30D | -10.4% | +10.5% | -20.9% | -18.9% |
| 3M | -34.5% | +23.6% | -58.1% | -46.7% |
| 6M | +7.0% | +22.6% | -15.7% | -13.0% |
| YTD | +95.6% | +25.7% | +69.9% | +55.3% |
| 1Y | +197.2% | +51.4% | +145.8% | +99.1% |
| 3Y | +232.0% | +64.4% | +167.6% | +102.3% |
| 5Y | +102.2% | +22.1% | +80.1% | +57.3% |
| 10Y | +344.6% | +132.5% | +212.2% | +69.7% |
| All | -81.1% | +560.8% | -642.0% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling