+28.9%
VCIT vs IOVA
+34.0%
-5.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.2% |
| 7D | +0.1% | -5.2% | +5.3% | +0.1% |
| 30D | +1.9% | -37.8% | +39.7% | +2.2% |
| 3M | -1.4% | +29.5% | -30.9% | -1.9% |
| 6M | -2.1% | +96.6% | -98.7% | -3.1% |
| YTD | -1.6% | +194.5% | -196.1% | -3.1% |
| 1Y | -0.9% | +248.1% | -249.0% | -2.6% |
| 3Y | +20.0% | +86.1% | -66.1% | +17.5% |
| 5Y | +3.1% | -67.8% | +71.0% | +1.7% |
| All | +28.9% | +34.0% | -5.1% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling