-100.0%
VIVK vs IOVA
+41.0%
-141.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.1% | -3.2% | -6.6% |
| 7D | -7.9% | -2.2% | -5.7% | -8.0% |
| 30D | -42.0% | +31.7% | -73.7% | -40.6% |
| 3M | -92.5% | +117.3% | -209.8% | -91.9% |
| 6M | -98.0% | +55.8% | -153.8% | -97.8% |
| YTD | -97.9% | +208.8% | -306.7% | -97.7% |
| 1Y | -100.0% | +255.7% | -355.7% | -100.0% |
| All | -100.0% | +41.0% | -141.0% | -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 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