+9.3%
IOVA vs VT
+224.5%
-215.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +9.7% | +0.4% | +9.3% | +9.0% |
| 30D | +102.5% | +1.0% | +101.6% | +99.3% |
| 3M | +100.7% | +2.4% | +98.3% | +92.2% |
| 6M | +106.3% | +12.0% | +94.3% | +72.6% |
| YTD | +222.0% | +15.3% | +206.6% | +158.2% |
| 1Y | +299.5% | +22.6% | +277.0% | +192.5% |
| 3Y | +42.9% | +74.7% | -31.7% | -34.4% |
| 5Y | -65.0% | +66.1% | -131.1% | -82.7% |
| All | +9.3% | +224.5% | -215.1% | -79.7% |
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