-92.7%
IOVA vs VCLT
+79.6%
-172.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -8.5% | +0.2% | -8.7% | -8.6% |
| 30D | -44.7% | +2.3% | -47.0% | -45.3% |
| 3M | +26.2% | -1.1% | +27.3% | +26.8% |
| 6M | +123.2% | -4.2% | +127.4% | +127.6% |
| YTD | +196.0% | -3.4% | +199.4% | +201.2% |
| 1Y | +240.9% | -3.8% | +244.7% | +247.9% |
| 3Y | +103.5% | +14.7% | +88.8% | +97.7% |
| 5Y | -65.5% | -16.7% | -48.8% | -65.7% |
| 10Y | +7.0% | +20.5% | -13.5% | +25.5% |
| All | -92.7% | +79.6% | -172.3% | -89.3% |
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