+221.9%
VIK vs IOVA
-30.7%
+252.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -1.8% | -6.4% | +4.6% | -1.4% |
| 30D | -17.3% | +25.4% | -42.7% | -18.8% |
| 3M | -5.1% | +115.3% | -120.4% | -11.6% |
| 6M | +16.2% | +56.5% | -40.3% | +10.3% |
| YTD | +17.6% | +198.2% | -180.5% | +5.2% |
| 1Y | +33.5% | +242.0% | -208.5% | +17.1% |
| All | +221.9% | -30.7% | +252.6% | +223.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling