+30.7%
IOVA vs VT
+215.5%
-184.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.6% | +3.5% |
| 7D | -5.2% | -2.3% | -2.9% | -1.3% |
| 30D | -37.8% | -5.0% | -32.8% | -32.0% |
| 3M | +29.5% | -4.9% | +34.3% | +41.0% |
| 6M | +96.6% | -1.5% | +98.1% | +102.4% |
| YTD | +194.5% | +8.5% | +186.0% | +162.0% |
| 1Y | +248.1% | +11.4% | +236.7% | +197.8% |
| 3Y | +86.1% | +70.1% | +16.0% | -9.8% |
| 5Y | -67.8% | +53.7% | -121.6% | -81.9% |
| All | +30.7% | +215.5% | -184.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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