+293.8%
VIAV vs IOVA
+99.0%
+194.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.7% |
| 7D | +7.9% | -3.5% | +11.4% | +8.2% |
| 30D | -20.3% | -45.4% | +25.1% | -16.9% |
| 3M | -28.5% | +19.0% | -47.6% | -29.9% |
| 6M | -42.7% | +112.0% | -154.7% | -46.5% |
| YTD | +72.4% | +184.2% | -111.9% | +56.2% |
| 1Y | +81.5% | +222.0% | -140.5% | +62.9% |
| 3Y | +293.8% | +92.6% | +201.3% | +198.3% |
| All | +293.8% | +99.0% | +194.9% | +198.3% |
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