+296.6%
VIAV vs IOVA
+41.0%
+255.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.3% |
| 7D | +13.6% | -2.2% | +15.8% | +13.7% |
| 30D | +5.3% | +31.7% | -26.4% | +2.9% |
| 3M | -15.6% | +117.3% | -132.9% | -21.1% |
| 6M | +34.0% | +55.8% | -21.8% | +27.3% |
| YTD | +119.9% | +208.8% | -88.9% | +98.1% |
| 1Y | +235.2% | +255.7% | -20.5% | +197.5% |
| All | +296.6% | +41.0% | +255.6% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling