-44.6%
VG vs IOVA
+24.4%
-68.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +14.0% | -3.5% | +17.4% | +14.1% |
| 30D | -1.0% | -45.4% | +44.4% | +1.3% |
| 3M | -2.7% | +19.0% | -21.7% | -6.2% |
| 6M | +1.5% | +112.0% | -110.5% | -6.6% |
| YTD | +93.7% | +184.2% | -90.5% | +67.5% |
| 1Y | +68.5% | +222.0% | -153.4% | +43.0% |
| All | -44.6% | +24.4% | -68.9% | -58.9% |
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 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