-100.0%
VIVK vs IOVA
-66.4%
-33.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.3% |
| 7D | -9.5% | -6.4% | -3.0% | -9.7% |
| 30D | -35.1% | +25.4% | -60.5% | -34.4% |
| 3M | -93.4% | +115.3% | -208.7% | -93.0% |
| 6M | -98.0% | +56.5% | -154.5% | -97.9% |
| YTD | -97.9% | +198.2% | -296.0% | -97.7% |
| 1Y | -100.0% | +242.0% | -342.0% | -100.0% |
| 3Y | -100.0% | +36.8% | -136.8% | -100.0% |
| 5Y | -100.0% | -64.3% | -35.7% | -100.0% |
| All | -100.0% | -66.4% | -33.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling