+6.3%
IOVA vs VIG
+241.3%
-235.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.3% |
| 7D | -2.2% | -1.2% | -1.0% | -0.5% |
| 30D | +31.7% | -2.8% | +34.5% | +36.9% |
| 3M | +117.3% | +2.5% | +114.8% | +108.7% |
| 6M | +55.8% | +8.1% | +47.7% | +39.5% |
| YTD | +208.8% | +9.6% | +199.2% | +170.5% |
| 1Y | +255.7% | +14.2% | +241.5% | +194.9% |
| 3Y | +41.7% | +56.1% | -14.4% | -19.8% |
| 5Y | -64.9% | +62.8% | -127.7% | -81.3% |
| 10Y | +6.3% | +248.2% | -241.9% | -84.6% |
| All | +6.3% | +241.3% | -235.0% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling