-100.0%
VIVK vs IOVA
+299.5%
-399.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.0% | -13.4% | -12.1% |
| 7D | -1.4% | +9.7% | -11.1% | +0.6% |
| 30D | -43.6% | +102.5% | -146.2% | -32.2% |
| 3M | -95.1% | +100.7% | -195.8% | -93.8% |
| 6M | -98.2% | +106.3% | -204.5% | -97.5% |
| YTD | -97.9% | +222.0% | -319.9% | -96.8% |
| 1Y | -100.0% | +299.5% | -399.5% | -100.0% |
| All | -100.0% | +299.5% | -399.5% | -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