-100.0%
VIVK vs IOVA
+9.7%
-109.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.7% | -13.0% | -7.5% |
| 7D | -4.4% | -2.2% | -2.2% | -4.3% |
| 30D | -40.8% | +27.6% | -68.4% | -41.1% |
| 3M | -94.1% | +117.2% | -211.3% | -94.3% |
| 6M | -98.2% | +77.7% | -175.9% | -98.2% |
| YTD | -98.0% | +215.0% | -313.0% | -98.1% |
| 1Y | -100.0% | +255.4% | -355.3% | -100.0% |
| 3Y | -100.0% | +42.6% | -142.6% | -100.0% |
| 5Y | -100.0% | -62.2% | -37.8% | -100.0% |
| All | -100.0% | +9.7% | -109.7% | -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 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