-63.2%
IOVA vs VCLT
-15.1%
-48.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.1% | +0.3% | +4.8% | +4.7% |
| 30D | +37.2% | -0.6% | +37.8% | +38.1% |
| 3M | +117.5% | -2.2% | +119.7% | +123.4% |
| 6M | +69.6% | -2.9% | +72.5% | +76.8% |
| YTD | +218.7% | -2.1% | +220.7% | +228.3% |
| 1Y | +265.5% | -2.6% | +268.1% | +281.3% |
| 3Y | +46.2% | +12.5% | +33.7% | +32.4% |
| 5Y | -63.2% | -15.3% | -48.0% | -58.4% |
| All | -63.2% | -15.1% | -48.1% | -58.4% |
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