+1,827.3%
VGT vs IOVA
-91.6%
+1,918.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +1.0% | +9.7% | -8.7% | +0.8% |
| 30D | +1.3% | +102.5% | -101.2% | -0.6% |
| 3M | -1.1% | +100.7% | -101.8% | -3.1% |
| 6M | +32.6% | +106.3% | -73.7% | +29.7% |
| YTD | +29.0% | +222.0% | -193.0% | +24.6% |
| 1Y | +39.7% | +299.5% | -259.8% | +33.9% |
| 3Y | +120.9% | +42.9% | +78.0% | +112.6% |
| 5Y | +133.6% | -65.0% | +198.5% | +127.9% |
| 10Y | +792.6% | +10.3% | +782.3% | +755.0% |
| All | +1,827.3% | -91.6% | +1,918.9% | +1,709.8% |
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