+404.6%
VIAV vs IRM
+440.8%
-36.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.7% |
| 7D | +11.2% | -1.4% | +12.6% | +11.9% |
| 30D | -10.1% | -7.4% | -2.7% | -6.8% |
| 3M | -22.9% | -7.4% | -15.5% | -19.8% |
| 6M | +28.8% | +8.7% | +20.1% | +26.3% |
| YTD | +117.5% | +40.9% | +76.5% | +92.5% |
| 1Y | +216.1% | +20.5% | +195.6% | +196.8% |
| 3Y | +292.2% | +101.7% | +190.5% | +189.8% |
| 5Y | +141.0% | +197.7% | -56.7% | +50.7% |
| All | +404.6% | +440.8% | -36.2% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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