-64.3%
IOVA vs ITOT
+71.8%
-136.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.4% |
| 7D | -6.4% | -2.0% | -4.4% | -3.4% |
| 30D | +25.4% | -2.0% | +27.4% | +29.1% |
| 3M | +115.3% | +4.5% | +110.8% | +99.2% |
| 6M | +56.5% | +12.6% | +43.9% | +29.8% |
| YTD | +198.2% | +12.0% | +186.2% | +149.7% |
| 1Y | +242.0% | +17.3% | +224.8% | +167.1% |
| 3Y | +36.8% | +75.2% | -38.4% | -38.8% |
| 5Y | -64.3% | +74.0% | -138.3% | -83.5% |
| All | -64.3% | +71.8% | -136.1% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling