+47.3%
VFC vs IOVA
+90.0%
-42.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | +7.7% | +1.9% | +5.8% | +7.4% |
| 30D | +39.2% | -44.1% | +83.3% | +46.2% |
| 3M | +40.3% | +28.9% | +11.4% | +30.8% |
| 6M | +11.4% | +125.7% | -114.3% | -6.2% |
| YTD | +17.5% | +199.3% | -181.7% | -7.6% |
| 1Y | +45.9% | +255.2% | -209.4% | +10.5% |
| 3Y | +47.3% | +106.8% | -59.5% | -7.4% |
| All | +47.3% | +90.0% | -42.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling