+790.3%
VLO vs IOVA
+0.8%
+789.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +9.6% | -3.5% | +13.1% | +9.8% |
| 30D | -17.4% | -45.4% | +28.0% | -15.2% |
| 3M | +10.8% | +19.0% | -8.3% | +8.1% |
| 6M | +56.9% | +112.0% | -55.1% | +46.5% |
| YTD | +136.8% | +184.2% | -47.5% | +113.7% |
| 1Y | +120.7% | +222.0% | -101.3% | +97.0% |
| 3Y | +231.9% | +92.6% | +139.4% | +185.0% |
| 5Y | +479.0% | -63.2% | +542.2% | +434.7% |
| All | +790.3% | +0.8% | +789.6% | +607.0% |
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 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