+16.7%
IOVA vs VT
+223.7%
-207.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -2.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | -44.1% | -2.6% | -41.5% | -41.3% |
| 3M | +28.9% | -3.2% | +32.1% | +36.5% |
| 6M | +125.7% | +0.9% | +124.7% | +123.0% |
| YTD | +199.3% | +11.3% | +188.0% | +155.6% |
| 1Y | +255.2% | +14.0% | +241.2% | +193.0% |
| 3Y | +106.8% | +75.8% | +31.0% | -4.7% |
| 5Y | -67.1% | +57.8% | -124.9% | -82.3% |
| 10Y | +16.7% | +219.8% | -203.1% | -75.4% |
| All | +16.7% | +223.7% | -207.0% | -75.4% |
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