-92.1%
IOVA vs VT
+384.5%
-476.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -3.7% |
| 7D | -41.3% | -0.3% | -41.0% | -40.8% |
| 30D | -38.5% | -1.4% | -37.1% | -37.0% |
| 3M | +99.5% | -1.4% | +100.9% | +103.8% |
| 6M | +126.0% | +5.5% | +120.5% | +111.1% |
| YTD | +218.7% | +12.8% | +205.8% | +173.6% |
| 1Y | +378.0% | +15.4% | +362.6% | +298.0% |
| 3Y | +106.7% | +76.9% | +29.8% | +6.5% |
| 5Y | -64.5% | +60.4% | -124.9% | -79.3% |
| 10Y | +50.0% | +232.8% | -182.8% | -57.7% |
| All | -92.1% | +384.5% | -476.6% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling