+314.0%
VIAV vs IWD
+202.4%
+111.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +23.7% | +1.7% | +22.0% | +21.7% |
| 30D | -21.2% | +3.2% | -24.4% | -23.7% |
| 3M | -24.5% | +2.3% | -26.8% | -26.4% |
| 6M | -39.1% | +12.9% | -52.0% | -46.6% |
| YTD | +82.6% | +26.2% | +56.4% | +43.9% |
| 1Y | +82.7% | +28.3% | +54.4% | +41.9% |
| 3Y | +315.1% | +84.4% | +230.7% | +122.2% |
| 5Y | +113.4% | +73.0% | +40.4% | +22.2% |
| All | +314.0% | +202.4% | +111.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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