+113.4%
VIAV vs IP
-15.4%
+128.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +23.7% | -0.9% | +24.6% | +23.9% |
| 30D | -21.2% | +6.7% | -27.9% | -21.8% |
| 3M | -24.5% | -16.6% | -8.0% | -23.0% |
| 6M | -39.1% | +6.0% | -45.1% | -40.3% |
| YTD | +82.6% | -10.7% | +93.3% | +81.9% |
| 1Y | +82.7% | -6.7% | +89.4% | +80.2% |
| 3Y | +315.1% | +17.1% | +297.9% | +248.8% |
| 5Y | +113.4% | -14.6% | +127.9% | +109.0% |
| All | +113.4% | -15.4% | +128.8% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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