+847.8%
VIAV vs IVZ
+1,090.9%
-243.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.2% | +13.4% | +12.2% |
| 7D | +11.3% | +1.1% | +10.2% | +10.5% |
| 30D | -1.0% | +3.1% | -4.1% | -2.6% |
| 3M | -20.5% | +18.2% | -38.7% | -26.7% |
| 6M | +39.0% | +38.6% | +0.4% | +18.4% |
| YTD | +117.5% | +25.9% | +91.5% | +93.4% |
| 1Y | +233.8% | +51.7% | +182.1% | +170.3% |
| 3Y | +295.4% | +138.7% | +156.8% | +146.4% |
| 5Y | +134.3% | +62.8% | +71.5% | +66.8% |
| 10Y | +398.7% | +60.9% | +337.8% | +205.4% |
| All | +847.8% | +1,090.9% | -243.1% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling