+225.9%
VIK vs IOVA
-28.3%
+254.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.2% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | -18.0% | +31.7% | -49.8% | -19.8% |
| 3M | -5.8% | +117.3% | -123.1% | -12.3% |
| 6M | +17.2% | +55.8% | -38.7% | +11.3% |
| YTD | +19.1% | +208.8% | -189.7% | +6.3% |
| 1Y | +33.6% | +255.7% | -222.1% | +16.9% |
| All | +225.9% | -28.3% | +254.2% | +227.3% |
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