+131.2%
VIAV vs IOT
+55.2%
+75.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.5% |
| 7D | +13.6% | +5.1% | +8.5% | +13.0% |
| 30D | +5.3% | -3.0% | +8.4% | +5.5% |
| 3M | -15.6% | +15.0% | -30.6% | -17.6% |
| 6M | +34.0% | +13.1% | +20.9% | +30.1% |
| YTD | +119.9% | +9.0% | +110.8% | +112.8% |
| 1Y | +235.2% | +0.1% | +235.0% | +228.1% |
| 3Y | +299.8% | +26.4% | +273.4% | +260.0% |
| All | +131.2% | +55.2% | +75.9% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling