+214.4%
VEA vs IOVA
-92.6%
+307.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +2.3% | -3.5% | +5.8% | +2.3% |
| 30D | +0.2% | -45.4% | +45.6% | +1.1% |
| 3M | -5.3% | +19.0% | -24.4% | -6.0% |
| 6M | -0.9% | +112.0% | -112.9% | -2.9% |
| YTD | +12.2% | +184.2% | -172.0% | +9.2% |
| 1Y | +16.1% | +222.0% | -205.9% | +12.6% |
| 3Y | +73.0% | +92.6% | -19.6% | +66.9% |
| 5Y | +53.7% | -63.2% | +116.9% | +50.3% |
| 10Y | +159.3% | +2.1% | +157.2% | +149.3% |
| All | +214.4% | -92.6% | +307.0% | +186.6% |
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 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