+244.4%
VIAV vs IEF
+128.5%
+115.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +0.7% |
| 7D | +13.6% | -0.3% | +13.9% | +13.1% |
| 30D | +5.3% | -0.6% | +5.9% | +4.5% |
| 3M | -15.6% | -1.0% | -14.6% | -16.7% |
| 6M | +34.0% | -3.1% | +37.1% | +27.9% |
| YTD | +119.9% | -1.9% | +121.7% | +113.5% |
| 1Y | +235.2% | -1.4% | +236.5% | +227.7% |
| 3Y | +299.8% | +9.8% | +290.0% | +350.8% |
| 5Y | +140.1% | -8.8% | +148.9% | +84.0% |
| 10Y | +420.3% | +4.7% | +415.6% | +442.5% |
| All | +244.4% | +128.5% | +115.9% | +2,804.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling