+404.6%
VIAV vs IFF
-20.3%
+424.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +11.2% | -3.2% | +14.3% | +12.1% |
| 30D | -10.1% | -0.3% | -9.8% | -10.2% |
| 3M | -22.9% | +8.4% | -31.3% | -25.6% |
| 6M | +28.8% | +23.0% | +5.7% | +18.2% |
| YTD | +117.5% | +25.5% | +92.0% | +96.3% |
| 1Y | +216.1% | +29.1% | +187.0% | +181.6% |
| 3Y | +292.2% | +31.7% | +260.6% | +237.9% |
| 5Y | +141.0% | -35.2% | +176.2% | +161.5% |
| All | +404.6% | -20.3% | +424.8% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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