+0.3%
VFC vs IOVA
-91.6%
+91.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.3% |
| 7D | -1.6% | +9.7% | -11.3% | -1.8% |
| 30D | -11.6% | +102.5% | -114.2% | -13.3% |
| 3M | -18.1% | +100.7% | -118.8% | -19.8% |
| 6M | -27.4% | +106.3% | -133.7% | -29.0% |
| YTD | -24.8% | +222.0% | -246.8% | -27.5% |
| 1Y | -8.2% | +299.5% | -307.8% | -12.1% |
| 3Y | -29.1% | +42.9% | -72.0% | -31.5% |
| 5Y | -79.2% | -65.0% | -14.2% | -79.7% |
| 10Y | -68.1% | +10.3% | -78.4% | -69.2% |
| All | +0.3% | -91.6% | +91.9% | -2.9% |
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