+245.1%
VIK vs IOVA
-31.1%
+276.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.3% |
| 7D | -1.2% | -7.0% | +5.8% | -0.8% |
| 30D | +11.5% | -44.4% | +55.9% | +14.3% |
| 3M | -11.3% | +24.7% | -36.0% | -14.3% |
| 6M | +11.3% | +118.6% | -107.3% | +1.6% |
| YTD | +26.1% | +196.3% | -170.2% | +11.1% |
| 1Y | +50.0% | +205.3% | -155.3% | +31.4% |
| All | +245.1% | -31.1% | +276.2% | +241.9% |
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 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