-92.0%
IOVA vs VO
+509.4%
-601.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.3% |
| 7D | +9.7% | -0.3% | +10.0% | +10.1% |
| 30D | +102.5% | -0.3% | +102.9% | +102.6% |
| 3M | +100.7% | +2.9% | +97.7% | +92.2% |
| 6M | +106.3% | +9.3% | +97.0% | +84.3% |
| YTD | +222.0% | +14.2% | +207.8% | +172.5% |
| 1Y | +299.5% | +15.3% | +284.3% | +236.0% |
| 3Y | +42.9% | +56.2% | -13.3% | -11.9% |
| 5Y | -65.0% | +42.4% | -107.4% | -75.9% |
| 10Y | +10.3% | +194.7% | -184.5% | -63.2% |
| All | -92.0% | +509.4% | -601.4% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling