+99.8%
IOVA vs VLTO
+56.1%
+43.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +1.9% | +2.0% | -0.2% | +1.0% |
| 30D | -44.1% | +21.8% | -65.9% | -49.8% |
| 3M | +28.9% | +20.2% | +8.6% | +16.8% |
| 6M | +125.7% | +36.3% | +89.4% | +89.0% |
| YTD | +199.3% | +18.8% | +180.4% | +172.9% |
| 1Y | +255.2% | +20.4% | +234.8% | +219.8% |
| 3Y | +106.8% | +71.9% | +34.9% | +51.2% |
| All | +99.8% | +56.1% | +43.6% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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