+233.1%
VEA vs IOVA
-91.6%
+324.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +1.0% | +9.7% | -8.8% | +0.8% |
| 30D | +1.9% | +102.5% | -100.6% | +0.5% |
| 3M | +3.2% | +100.7% | -97.5% | +1.7% |
| 6M | +10.2% | +106.3% | -96.1% | +8.3% |
| YTD | +18.9% | +222.0% | -203.1% | +15.8% |
| 1Y | +29.3% | +299.5% | -270.2% | +25.2% |
| 3Y | +76.8% | +42.9% | +33.8% | +71.6% |
| 5Y | +61.2% | -65.0% | +126.2% | +58.1% |
| 10Y | +163.3% | +10.3% | +153.0% | +153.4% |
| All | +233.1% | -91.6% | +324.8% | +204.0% |
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