+120.6%
VLO vs IOVA
+362.8%
-242.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.8% |
| 7D | -6.0% | -41.3% | +35.3% | -7.1% |
| 30D | -12.9% | -38.5% | +25.6% | -13.7% |
| 3M | +18.3% | +99.5% | -81.2% | +20.8% |
| 6M | +46.4% | +126.0% | -79.5% | +50.4% |
| YTD | +127.7% | +218.7% | -90.9% | +125.8% |
| 1Y | +120.6% | +378.0% | -257.4% | +106.6% |
| All | +120.6% | +362.8% | -242.1% | +106.6% |
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