+92.6%
IOVA vs VCLT
+14.4%
+78.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.4% |
| 7D | -3.5% | -2.3% | -1.2% | +0.3% |
| 30D | -45.4% | +0.8% | -46.1% | -46.2% |
| 3M | +19.0% | -2.7% | +21.7% | +24.2% |
| 6M | +112.0% | -4.3% | +116.3% | +128.4% |
| YTD | +184.2% | -4.3% | +188.6% | +207.3% |
| 1Y | +222.0% | -4.4% | +226.4% | +249.2% |
| 3Y | +92.6% | +13.8% | +78.8% | +68.2% |
| All | +92.6% | +14.4% | +78.1% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling