+404.6%
VIAV vs INDA
+84.7%
+319.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.7% | +3.0% |
| 7D | +11.2% | -2.7% | +13.8% | +12.9% |
| 30D | -10.1% | -2.8% | -7.4% | -8.7% |
| 3M | -22.9% | +1.6% | -24.5% | -23.6% |
| 6M | +28.8% | -1.4% | +30.2% | +29.9% |
| YTD | +117.5% | -10.1% | +127.6% | +131.4% |
| 1Y | +216.1% | -8.8% | +224.8% | +233.0% |
| 3Y | +292.2% | +7.6% | +284.6% | +274.3% |
| 5Y | +141.0% | +5.8% | +135.2% | +130.8% |
| All | +404.6% | +84.7% | +319.8% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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