-100.0%
VIVK vs IOVA
+259.8%
-359.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.7% | -13.0% | -6.1% |
| 7D | -4.4% | -2.2% | -2.2% | -4.7% |
| 30D | -40.8% | +27.6% | -68.4% | -36.9% |
| 3M | -94.1% | +117.2% | -211.3% | -92.3% |
| 6M | -98.2% | +77.7% | -175.9% | -97.6% |
| YTD | -98.0% | +215.0% | -313.0% | -97.0% |
| 1Y | -100.0% | +255.4% | -355.3% | -99.9% |
| All | -100.0% | +259.8% | -359.8% | -99.9% |
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 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