-65.6%
IOVA vs VCLT
-16.6%
-48.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | -7.0% | -0.6% | -6.4% | -6.4% |
| 30D | -44.4% | +2.3% | -46.7% | -46.0% |
| 3M | +24.7% | -0.9% | +25.5% | +25.7% |
| 6M | +118.6% | -3.6% | +122.3% | +128.5% |
| YTD | +196.3% | -3.2% | +199.5% | +208.9% |
| 1Y | +205.3% | -4.2% | +209.4% | +222.8% |
| 3Y | +103.8% | +15.0% | +88.8% | +80.6% |
| 5Y | -65.6% | -16.2% | -49.4% | -60.2% |
| All | -65.6% | -16.6% | -48.9% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling