-92.0%
IOVA vs VCLT
+82.2%
-174.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +9.7% | -0.5% | +10.2% | +10.0% |
| 30D | +102.5% | -0.9% | +103.4% | +103.2% |
| 3M | +100.7% | -3.2% | +103.9% | +103.8% |
| 6M | +106.3% | -3.8% | +110.2% | +110.5% |
| YTD | +222.0% | -2.0% | +224.0% | +225.8% |
| 1Y | +299.5% | -0.8% | +300.4% | +303.4% |
| 3Y | +42.9% | +12.3% | +30.6% | +39.2% |
| 5Y | -65.0% | -15.4% | -49.6% | -65.4% |
| 10Y | +10.3% | +15.7% | -5.5% | +24.0% |
| All | -92.0% | +82.2% | -174.2% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling