+255.4%
IOVA vs VCLT
-4.4%
+259.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.5% |
| 7D | -2.2% | -1.4% | -0.8% | +1.4% |
| 30D | +27.6% | -1.2% | +28.8% | +31.1% |
| 3M | +117.2% | -4.8% | +121.9% | +147.2% |
| 6M | +77.7% | -2.6% | +80.3% | +91.3% |
| YTD | +215.0% | -3.3% | +218.4% | +242.2% |
| 1Y | +255.4% | -4.8% | +260.2% | +325.7% |
| All | +255.4% | -4.4% | +259.8% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling