+69.5%
VG vs IOVA
+235.7%
-166.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +5.5% | -7.0% | +12.5% | +5.4% |
| 30D | -3.6% | -44.4% | +40.9% | -4.9% |
| 3M | -4.0% | +24.7% | -28.6% | -4.3% |
| 6M | +9.4% | +118.6% | -109.3% | +11.8% |
| YTD | +86.6% | +196.3% | -109.7% | +83.1% |
| 1Y | +69.5% | +205.3% | -135.8% | +64.4% |
| All | +69.5% | +235.7% | -166.2% | +64.4% |
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 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