-92.1%
IOVA vs VYM
+556.4%
-648.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +5.1% | +0.1% | +4.9% | +4.9% |
| 30D | +37.2% | -1.3% | +38.5% | +39.1% |
| 3M | +117.5% | +4.1% | +113.4% | +106.3% |
| 6M | +69.6% | +9.8% | +59.8% | +51.6% |
| YTD | +218.7% | +15.3% | +203.4% | +166.8% |
| 1Y | +265.5% | +20.0% | +245.5% | +193.1% |
| 3Y | +46.2% | +66.2% | -20.0% | -15.2% |
| 5Y | -63.2% | +77.5% | -140.8% | -80.2% |
| 10Y | +6.1% | +201.7% | -195.6% | -67.1% |
| All | -92.1% | +556.4% | -648.5% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling