-93.1%
IOVA vs VIG
+588.5%
-681.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -1.4% | +3.1% | -4.5% | -5.3% |
| 30D | -47.4% | +5.0% | -52.4% | -51.0% |
| 3M | +13.2% | +2.7% | +10.5% | +8.1% |
| 6M | +114.3% | +11.0% | +103.4% | +85.4% |
| YTD | +179.5% | +16.0% | +163.5% | +129.5% |
| 1Y | +200.4% | +16.3% | +184.1% | +146.4% |
| 3Y | +92.2% | +66.8% | +25.4% | +6.8% |
| 5Y | -63.8% | +64.8% | -128.6% | -79.6% |
| 10Y | +0.4% | +263.6% | -263.2% | -75.0% |
| All | -93.1% | +588.5% | -681.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling