-64.3%
IOVA vs VYM
+75.8%
-140.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.5% |
| 7D | -6.4% | -1.9% | -4.6% | -3.4% |
| 30D | +25.4% | -2.6% | +28.0% | +30.8% |
| 3M | +115.3% | +3.6% | +111.8% | +101.3% |
| 6M | +56.5% | +8.7% | +47.9% | +35.5% |
| YTD | +198.2% | +14.1% | +184.0% | +135.2% |
| 1Y | +242.0% | +17.8% | +224.2% | +156.8% |
| 3Y | +36.8% | +64.5% | -27.7% | -35.0% |
| 5Y | -64.3% | +77.5% | -141.8% | -84.8% |
| All | -64.3% | +75.8% | -140.0% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling