+30.6%
VCIT vs IOVA
+28.7%
+2.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | 0.0% |
| 7D | +0.7% | +1.9% | -1.1% | +0.7% |
| 30D | +1.8% | -44.1% | +45.9% | +2.2% |
| 3M | -1.6% | +28.9% | -30.4% | -2.0% |
| 6M | -2.1% | +125.7% | -127.8% | -3.2% |
| YTD | -1.6% | +199.3% | -200.8% | -3.1% |
| 1Y | -0.8% | +255.2% | -256.0% | -2.6% |
| 3Y | +19.9% | +106.8% | -86.9% | +17.3% |
| 5Y | +3.3% | -67.1% | +70.4% | +1.8% |
| 10Y | +30.6% | +16.7% | +13.9% | +29.6% |
| All | +30.6% | +28.7% | +2.0% | +29.6% |
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