+404.6%
VIAV vs IEF
+3.8%
+400.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +11.2% | -1.3% | +12.5% | +11.0% |
| 30D | -10.1% | -1.7% | -8.4% | -10.2% |
| 3M | -22.9% | -2.5% | -20.3% | -23.0% |
| 6M | +28.8% | -3.3% | +32.0% | +28.3% |
| YTD | +117.5% | -2.8% | +120.3% | +116.8% |
| 1Y | +216.1% | -2.7% | +218.8% | +215.1% |
| 3Y | +292.2% | +8.9% | +283.3% | +297.6% |
| 5Y | +141.0% | -9.4% | +150.4% | +99.2% |
| All | +404.6% | +3.8% | +400.8% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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