+800.0%
VGT vs IOVA
+9.7%
+790.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.4% | +0.7% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | -0.4% | +27.6% | -28.0% | -2.9% |
| 3M | +4.4% | +117.2% | -112.7% | -4.3% |
| 6M | +32.1% | +77.7% | -45.6% | +22.3% |
| YTD | +28.8% | +215.0% | -186.2% | +11.7% |
| 1Y | +35.3% | +255.4% | -220.0% | +14.9% |
| 3Y | +124.8% | +42.6% | +82.1% | +88.4% |
| 5Y | +137.9% | -62.2% | +200.2% | +115.6% |
| All | +800.0% | +9.7% | +790.3% | +613.6% |
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