-93.1%
IOVA vs VCLT
+78.6%
-171.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -5.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.5% |
| 30D | -47.4% | +1.4% | -48.8% | -47.7% |
| 3M | +13.2% | -1.8% | +15.0% | +14.1% |
| 6M | +114.3% | -3.9% | +118.2% | +118.3% |
| YTD | +179.5% | -3.9% | +183.4% | +185.2% |
| 1Y | +200.4% | -4.7% | +205.1% | +207.8% |
| 3Y | +92.2% | +14.1% | +78.1% | +87.2% |
| 5Y | -63.8% | -16.6% | -47.2% | -64.0% |
| 10Y | +0.4% | +21.4% | -21.0% | +19.1% |
| All | -93.1% | +78.6% | -171.7% | -89.9% |
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