-91.6%
VIAV vs IWD
+747.8%
-839.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.9% |
| 7D | +7.9% | +2.3% | +5.6% | +4.9% |
| 30D | -20.3% | +3.6% | -23.9% | -24.0% |
| 3M | -28.5% | +2.2% | -30.7% | -30.8% |
| 6M | -42.7% | +13.0% | -55.7% | -51.7% |
| YTD | +72.4% | +26.5% | +45.9% | +26.1% |
| 1Y | +81.5% | +30.1% | +51.3% | +27.8% |
| 3Y | +293.8% | +84.9% | +209.0% | +70.0% |
| 5Y | +101.4% | +73.4% | +28.1% | -5.9% |
| 10Y | +293.8% | +204.0% | +89.8% | -22.9% |
| All | -91.6% | +747.8% | -839.4% | -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