+158.3%
VEA vs IOVA
+3.8%
+154.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -2.1% | -6.4% | +4.4% | -1.7% |
| 30D | -1.1% | +25.4% | -26.5% | -2.6% |
| 3M | +5.1% | +115.3% | -110.3% | -0.8% |
| 6M | +9.8% | +56.5% | -46.8% | +5.2% |
| YTD | +15.9% | +198.2% | -182.2% | +6.0% |
| 1Y | +24.6% | +242.0% | -217.5% | +12.1% |
| 3Y | +75.5% | +36.8% | +38.7% | +57.2% |
| 5Y | +59.4% | -64.3% | +123.6% | +49.5% |
| All | +158.3% | +3.8% | +154.5% | +129.9% |
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