+237.5%
VIK vs IOVA
-26.0%
+263.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +2.7% |
| 7D | +3.6% | +5.1% | -1.5% | +3.3% |
| 30D | -16.7% | +37.2% | -54.0% | -18.8% |
| 3M | -1.1% | +117.5% | -118.6% | -7.8% |
| 6M | +27.8% | +69.6% | -41.8% | +20.7% |
| YTD | +23.3% | +218.7% | -195.3% | +9.9% |
| 1Y | +38.2% | +265.5% | -227.4% | +20.6% |
| All | +237.5% | -26.0% | +263.4% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling