+6.4%
IOVA vs VIG
+264.3%
-257.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.0% |
| 7D | -7.0% | -0.3% | -6.7% | -6.3% |
| 30D | -44.4% | +4.9% | -49.4% | -48.6% |
| 3M | +24.7% | +2.9% | +21.7% | +17.9% |
| 6M | +118.6% | +11.2% | +107.4% | +84.6% |
| YTD | +196.3% | +16.0% | +180.4% | +136.6% |
| 1Y | +205.3% | +17.0% | +188.3% | +141.1% |
| 3Y | +103.8% | +66.9% | +36.9% | +4.2% |
| 5Y | -65.6% | +65.8% | -131.4% | -82.4% |
| 10Y | +6.4% | +263.6% | -257.2% | -83.5% |
| All | +6.4% | +264.3% | -257.9% | -83.5% |
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