-63.8%
IOVA vs VEU
+48.7%
-112.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -4.3% |
| 7D | -1.4% | +2.4% | -3.8% | -5.1% |
| 30D | -47.4% | -2.0% | -45.4% | -45.3% |
| 3M | +13.2% | -5.1% | +18.3% | +23.9% |
| 6M | +114.3% | -0.7% | +115.0% | +114.9% |
| YTD | +179.5% | +11.0% | +168.5% | +129.6% |
| 1Y | +200.4% | +12.4% | +188.0% | +141.2% |
| 3Y | +92.2% | +69.8% | +22.4% | -15.9% |
| 5Y | -63.8% | +48.2% | -112.0% | -79.3% |
| All | -63.8% | +48.7% | -112.4% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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