+46.2%
IOVA vs VIG
+57.1%
-10.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.8% |
| 7D | +5.1% | -0.4% | +5.5% | +6.0% |
| 30D | +37.2% | -2.1% | +39.3% | +43.1% |
| 3M | +117.5% | +3.3% | +114.2% | +99.2% |
| 6M | +69.6% | +9.3% | +60.3% | +37.6% |
| YTD | +218.7% | +10.1% | +208.5% | +151.9% |
| 1Y | +265.5% | +14.7% | +250.8% | +163.2% |
| 3Y | +46.2% | +56.9% | -10.7% | -61.3% |
| All | +46.2% | +57.1% | -10.9% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling