+404.6%
VIAV vs IVZ
+65.9%
+338.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | +11.2% | -2.4% | +13.5% | +12.1% |
| 30D | -10.1% | +3.0% | -13.1% | -11.3% |
| 3M | -22.9% | +14.9% | -37.7% | -26.9% |
| 6M | +28.8% | +36.7% | -8.0% | +14.1% |
| YTD | +117.5% | +25.7% | +91.8% | +98.4% |
| 1Y | +216.1% | +47.7% | +168.4% | +170.8% |
| 3Y | +292.2% | +138.8% | +153.4% | +172.4% |
| 5Y | +141.0% | +62.1% | +78.9% | +86.3% |
| All | +404.6% | +65.9% | +338.7% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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