+97.6%
IOVA vs VLTO
+56.3%
+41.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -8.5% | +1.6% | -10.1% | -9.1% |
| 30D | -44.7% | +22.0% | -66.7% | -50.3% |
| 3M | +26.2% | +21.9% | +4.4% | +13.6% |
| 6M | +123.2% | +36.5% | +86.7% | +86.8% |
| YTD | +196.0% | +19.0% | +177.0% | +169.7% |
| 1Y | +240.9% | +21.0% | +219.9% | +206.1% |
| 3Y | +103.5% | +69.9% | +33.6% | +49.3% |
| All | +97.6% | +56.3% | +41.2% | +51.0% |
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