+193.9%
VIAV vs IRE
-84.0%
+277.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +1.9% |
| 7D | +13.6% | +29.0% | -15.5% | +10.3% |
| 30D | +5.3% | +24.2% | -18.9% | +2.2% |
| 3M | -15.6% | -53.2% | +37.5% | -14.3% |
| 6M | +34.0% | -36.0% | +70.0% | +30.1% |
| YTD | +119.9% | -51.0% | +170.9% | +108.3% |
| All | +193.9% | -84.0% | +277.9% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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