-63.8%
IOVA vs VEU
+57.4%
-121.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | +5.1% | +1.7% | +3.4% | +2.3% |
| 30D | +37.2% | +1.0% | +36.2% | +35.2% |
| 3M | +117.5% | +5.6% | +111.9% | +97.0% |
| 6M | +69.6% | +13.7% | +55.9% | +35.2% |
| YTD | +218.7% | +17.7% | +201.0% | +137.2% |
| 1Y | +265.5% | +25.8% | +239.8% | +143.0% |
| 3Y | +46.2% | +77.1% | -30.9% | -40.6% |
| All | -63.8% | +57.4% | -121.2% | -81.6% |
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