-39.3%
VG vs IOVA
+40.9%
-80.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +1.7% | +9.7% | -8.0% | +1.0% |
| 30D | +16.0% | +102.5% | -86.5% | +9.7% |
| 3M | +9.7% | +100.7% | -91.0% | +3.5% |
| 6M | +29.6% | +106.3% | -76.8% | +21.0% |
| YTD | +112.0% | +222.0% | -110.0% | +85.6% |
| 1Y | +12.8% | +299.5% | -286.7% | -5.1% |
| All | -39.3% | +40.9% | -80.2% | -54.5% |
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 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