+278.5%
VIAV vs IWF
+75.5%
+203.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -3.7% |
| 7D | +11.2% | -1.7% | +12.9% | +13.0% |
| 30D | -2.6% | -1.8% | -0.8% | -0.7% |
| 3M | -20.1% | +1.5% | -21.6% | -20.3% |
| 6M | +25.8% | +7.7% | +18.1% | +19.8% |
| YTD | +109.9% | +2.7% | +107.2% | +107.3% |
| 1Y | +214.3% | +6.8% | +207.5% | +201.5% |
| All | +278.5% | +75.5% | +203.0% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling