+3,087.8%
VIAV vs ITW
+5,287.7%
-2,199.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.9% |
| 7D | +11.2% | -2.4% | +13.6% | +13.0% |
| 30D | -2.6% | -9.5% | +6.9% | +4.6% |
| 3M | -20.1% | +6.6% | -26.8% | -24.8% |
| 6M | +25.8% | -1.8% | +27.6% | +25.5% |
| YTD | +109.9% | +9.0% | +100.9% | +93.3% |
| 1Y | +214.3% | +3.6% | +210.7% | +199.6% |
| 3Y | +281.6% | +19.4% | +262.2% | +223.6% |
| 5Y | +132.6% | +36.4% | +96.2% | +74.3% |
| 10Y | +396.7% | +190.0% | +206.7% | +97.1% |
| All | +3,087.8% | +5,287.7% | -2,199.9% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling