-8.2%
VFC vs IOVA
+299.5%
-307.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.3% |
| 7D | -1.6% | +9.7% | -11.3% | -1.9% |
| 30D | -11.6% | +102.5% | -114.2% | -14.6% |
| 3M | -18.1% | +100.7% | -118.8% | -21.1% |
| 6M | -27.4% | +106.3% | -133.7% | -30.5% |
| YTD | -24.8% | +222.0% | -246.8% | -29.4% |
| 1Y | -8.2% | +299.5% | -307.8% | -12.0% |
| All | -8.2% | +299.5% | -307.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling