+46.2%
IOVA vs VO
+57.7%
-11.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | +0.1% |
| 7D | +5.1% | +0.6% | +4.4% | +3.7% |
| 30D | +37.2% | -1.1% | +38.3% | +39.7% |
| 3M | +117.5% | +4.5% | +113.0% | +94.9% |
| 6M | +69.6% | +11.1% | +58.5% | +35.1% |
| YTD | +218.7% | +13.5% | +205.1% | +140.1% |
| 1Y | +265.5% | +14.5% | +251.1% | +171.9% |
| 3Y | +46.2% | +58.1% | -11.9% | -57.9% |
| All | +46.2% | +57.7% | -11.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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