+96.9%
VIAV vs IOVA
-63.3%
+160.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.8% |
| 3M | -28.5% | +19.0% | -47.6% | -30.1% |
| 6M | -42.7% | +112.0% | -154.7% | -46.9% |
| YTD | +72.4% | +184.2% | -111.9% | +54.8% |
| 1Y | +81.5% | +222.0% | -140.5% | +61.2% |
| 3Y | +293.8% | +92.6% | +201.3% | +234.6% |
| All | +96.9% | -63.3% | +160.2% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling