+404.6%
VIAV vs IOVA
+9.7%
+394.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.0% | +3.1% |
| 7D | +11.2% | -2.2% | +13.3% | +11.4% |
| 30D | -10.1% | +27.6% | -37.7% | -12.4% |
| 3M | -22.9% | +117.2% | -140.0% | -29.1% |
| 6M | +28.8% | +77.7% | -48.9% | +19.9% |
| YTD | +117.5% | +215.0% | -97.6% | +90.5% |
| 1Y | +216.1% | +255.4% | -39.3% | +171.7% |
| 3Y | +292.2% | +42.6% | +249.6% | +233.3% |
| 5Y | +141.0% | -62.2% | +203.2% | +118.5% |
| All | +404.6% | +9.7% | +394.9% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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