-44.1%
VG vs IOVA
+22.3%
-66.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.7% | +10.4% | +5.0% |
| 7D | +15.1% | -1.4% | +16.5% | +15.2% |
| 30D | -4.2% | -47.4% | +43.2% | -1.8% |
| 3M | -3.1% | +13.2% | -16.3% | -6.2% |
| 6M | +0.3% | +114.3% | -114.0% | -7.8% |
| YTD | +95.5% | +179.5% | -84.0% | +69.1% |
| 1Y | +64.4% | +200.4% | -136.0% | +40.6% |
| All | -44.1% | +22.3% | -66.3% | -58.5% |
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