+387.0%
VIAV vs IWD
+201.1%
+185.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.3% | -4.2% |
| 7D | +11.2% | -2.3% | +13.5% | +14.0% |
| 30D | -2.6% | -1.8% | -0.8% | -1.0% |
| 3M | -20.1% | +8.0% | -28.1% | -26.9% |
| 6M | +25.8% | +17.0% | +8.9% | +6.9% |
| YTD | +109.9% | +21.3% | +88.6% | +72.3% |
| 1Y | +214.3% | +27.9% | +186.3% | +144.5% |
| 3Y | +281.6% | +70.1% | +211.6% | +122.1% |
| 5Y | +132.6% | +74.2% | +58.4% | +32.3% |
| All | +387.0% | +201.1% | +185.9% | +55.2% |
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