+75.4%
VCIT vs IOVA
-91.6%
+167.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.3% | +9.7% | -10.1% | -0.4% |
| 30D | -0.8% | +102.5% | -103.3% | -0.9% |
| 3M | -1.0% | +100.7% | -101.7% | -1.1% |
| 6M | -1.8% | +106.3% | -108.2% | -2.0% |
| YTD | -0.7% | +222.0% | -222.7% | -0.9% |
| 1Y | +1.0% | +299.5% | -298.6% | +0.7% |
| 3Y | +18.8% | +42.9% | -24.1% | +18.6% |
| 5Y | +3.5% | -65.0% | +68.5% | +3.2% |
| 10Y | +29.2% | +10.3% | +18.9% | +29.1% |
| All | +75.4% | -91.6% | +167.0% | +77.0% |
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