-90.5%
VIAV vs IWD
+726.5%
-817.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +4.6% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | -10.4% | +0.6% | -11.0% | -11.4% |
| 3M | -34.5% | +7.2% | -41.7% | -40.7% |
| 6M | +7.0% | +16.2% | -9.2% | -12.2% |
| YTD | +95.6% | +23.3% | +72.3% | +48.1% |
| 1Y | +197.2% | +29.6% | +167.6% | +110.5% |
| 3Y | +232.0% | +70.5% | +161.5% | +60.5% |
| 5Y | +102.2% | +73.5% | +28.7% | -5.9% |
| 10Y | +344.6% | +198.3% | +146.3% | -10.8% |
| All | -90.5% | +726.5% | -817.0% | -99.5% |
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