+128.6%
VIAV vs IOT
+54.1%
+74.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +11.2% | -4.5% | +15.7% | +11.7% |
| 30D | -10.1% | -2.4% | -7.7% | -10.0% |
| 3M | -22.9% | +19.0% | -41.8% | -25.0% |
| 6M | +28.8% | +19.6% | +9.1% | +24.0% |
| YTD | +117.5% | +8.3% | +109.2% | +110.6% |
| 1Y | +216.1% | -0.8% | +216.9% | +209.8% |
| 3Y | +292.2% | +24.4% | +267.8% | +253.9% |
| All | +128.6% | +54.1% | +74.5% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling