+68.2%
IVV vs IOVA
-67.9%
+136.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | +0.1% |
| 7D | -2.7% | -5.2% | +2.5% | -2.5% |
| 30D | -5.4% | -37.8% | +32.4% | -3.7% |
| 3M | -4.1% | +29.5% | -33.5% | -6.3% |
| 6M | +0.7% | +96.6% | -95.8% | -4.5% |
| YTD | +8.7% | +194.5% | -185.8% | 0.0% |
| 1Y | +11.0% | +248.1% | -237.1% | +0.9% |
| 3Y | +75.4% | +86.1% | -10.7% | +55.2% |
| All | +68.2% | -67.9% | +136.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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