-91.1%
VIAV vs IWD
+745.9%
-837.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | +23.7% | +1.7% | +22.0% | +21.2% |
| 30D | -21.2% | +3.2% | -24.4% | -24.4% |
| 3M | -24.5% | +2.3% | -26.8% | -27.0% |
| 6M | -39.1% | +12.9% | -52.0% | -48.5% |
| YTD | +82.6% | +26.2% | +56.4% | +34.0% |
| 1Y | +82.7% | +28.3% | +54.4% | +31.4% |
| 3Y | +315.1% | +84.4% | +230.7% | +79.8% |
| 5Y | +113.4% | +73.0% | +40.4% | 0.0% |
| 10Y | +317.2% | +203.3% | +113.8% | -18.0% |
| All | -91.1% | +745.9% | -837.1% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling