-51.4%
VG vs IOVA
+28.8%
-80.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.1% |
| 7D | -22.0% | -5.2% | -16.9% | -21.8% |
| 30D | -11.6% | -37.8% | +26.1% | -10.3% |
| 3M | -14.9% | +29.5% | -44.3% | -18.3% |
| 6M | -3.5% | +96.6% | -100.1% | -10.8% |
| YTD | +70.0% | +194.5% | -124.5% | +46.7% |
| 1Y | +50.0% | +248.1% | -198.1% | +25.9% |
| All | -51.4% | +28.8% | -80.2% | -64.0% |
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