+404.6%
VIAV vs IWF
+422.7%
-18.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.9% |
| 7D | +11.2% | -0.9% | +12.1% | +12.1% |
| 30D | -10.1% | -1.7% | -8.4% | -8.5% |
| 3M | -22.9% | +0.7% | -23.5% | -22.6% |
| 6M | +28.8% | +8.6% | +20.2% | +21.3% |
| YTD | +117.5% | +3.5% | +113.9% | +114.0% |
| 1Y | +216.1% | +7.0% | +209.0% | +202.0% |
| 3Y | +292.2% | +76.3% | +215.9% | +138.4% |
| 5Y | +141.0% | +74.8% | +66.2% | +45.4% |
| All | +404.6% | +422.7% | -18.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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