+292.2%
VIAV vs ITW
+20.2%
+272.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +11.2% | -0.7% | +11.9% | +11.5% |
| 30D | -10.1% | -8.3% | -1.8% | -6.2% |
| 3M | -22.9% | +6.0% | -28.9% | -26.7% |
| 6M | +28.8% | 0.0% | +28.8% | +26.7% |
| YTD | +117.5% | +10.2% | +107.2% | +101.0% |
| 1Y | +216.1% | +3.2% | +212.9% | +203.7% |
| 3Y | +292.2% | +21.0% | +271.2% | +223.0% |
| All | +292.2% | +20.2% | +272.0% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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