+73.9%
VCIT vs IOVA
-92.6%
+166.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.0% | +11.3% | +0.2% |
| 7D | +0.5% | -19.0% | +19.5% | +0.5% |
| 30D | +2.1% | -40.3% | +42.4% | +2.1% |
| 3M | -1.6% | +78.3% | -79.9% | -1.7% |
| 6M | -1.6% | +94.5% | -96.1% | -1.7% |
| YTD | -1.5% | +183.5% | -185.0% | -1.7% |
| 1Y | -0.4% | +327.6% | -328.0% | -0.7% |
| 3Y | +19.6% | +83.8% | -64.3% | +19.2% |
| 5Y | +3.3% | -69.0% | +72.3% | +3.0% |
| 10Y | +28.9% | +33.4% | -4.6% | +28.8% |
| All | +73.9% | -92.6% | +166.6% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling