+4.1%
IOVA vs VYM
+209.2%
-205.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.7% |
| 7D | -2.2% | -0.8% | -1.4% | -1.0% |
| 30D | +27.6% | -2.2% | +29.8% | +31.3% |
| 3M | +117.2% | +3.1% | +114.1% | +107.7% |
| 6M | +77.7% | +9.7% | +68.0% | +57.3% |
| YTD | +215.0% | +14.9% | +200.1% | +160.8% |
| 1Y | +255.4% | +17.6% | +237.8% | +187.0% |
| 3Y | +42.6% | +65.3% | -22.7% | -20.6% |
| 5Y | -62.2% | +78.7% | -141.0% | -80.8% |
| All | +4.1% | +209.2% | -205.0% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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