+922.6%
VLO vs IOVA
+7.8%
+914.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.3% |
| 7D | +5.8% | +5.1% | +0.7% | +5.5% |
| 30D | +28.3% | +37.2% | -8.9% | +25.7% |
| 3M | +48.7% | +117.5% | -68.8% | +40.5% |
| 6M | +71.9% | +69.6% | +2.3% | +63.7% |
| YTD | +138.7% | +218.7% | -80.0% | +116.0% |
| 1Y | +148.5% | +265.5% | -117.1% | +121.1% |
| 3Y | +192.7% | +46.2% | +146.4% | +158.2% |
| 5Y | +601.6% | -63.2% | +664.9% | +558.0% |
| All | +922.6% | +7.8% | +914.8% | +707.5% |
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