-60.4%
IOVA vs VIG
+64.4%
-124.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.5% | +3.5% | -7.0% | -8.9% |
| 30D | -45.4% | +4.9% | -50.3% | -50.2% |
| 3M | +19.0% | +2.5% | +16.5% | +12.4% |
| 6M | +112.0% | +11.0% | +101.0% | +74.3% |
| YTD | +184.2% | +16.0% | +168.3% | +117.6% |
| 1Y | +222.0% | +17.5% | +204.4% | +141.0% |
| 3Y | +92.6% | +67.0% | +25.6% | -10.7% |
| All | -60.4% | +64.4% | -124.8% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling