-100.0%
VIVK vs IOVA
+362.8%
-462.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -1.5% | -26.0% | -27.7% |
| 7D | -68.7% | -41.3% | -27.4% | -71.7% |
| 30D | -90.0% | -38.5% | -51.5% | -90.9% |
| 3M | -98.1% | +99.5% | -197.6% | -97.5% |
| 6M | -99.9% | +126.0% | -225.9% | -99.9% |
| YTD | -99.9% | +218.7% | -318.6% | -99.9% |
| 1Y | -100.0% | +378.0% | -478.0% | -100.0% |
| All | -100.0% | +362.8% | -462.8% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling