-68.8%
VFC vs IOVA
+6.6%
-75.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | +0.8% | +5.1% | -4.2% | +0.3% |
| 30D | -11.9% | +37.2% | -49.2% | -15.2% |
| 3M | -20.2% | +117.5% | -137.7% | -27.9% |
| 6M | -23.0% | +69.6% | -92.6% | -29.2% |
| YTD | -26.2% | +218.7% | -244.9% | -37.5% |
| 1Y | -13.3% | +265.5% | -278.9% | -28.5% |
| 3Y | -25.5% | +46.2% | -71.7% | -37.6% |
| 5Y | -78.1% | -63.2% | -14.9% | -80.5% |
| 10Y | -68.8% | +6.1% | -74.9% | -74.7% |
| All | -68.8% | +6.6% | -75.4% | -74.7% |
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