+199.0%
VLO vs IOVA
+85.3%
+113.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.2% | -1.4% |
| 7D | -13.3% | -5.2% | -8.1% | -13.2% |
| 30D | -18.3% | -37.8% | +19.5% | -17.7% |
| 3M | +14.3% | +29.5% | -15.1% | +12.7% |
| 6M | +47.6% | +96.6% | -48.9% | +43.0% |
| YTD | +116.0% | +194.5% | -78.5% | +103.0% |
| 1Y | +101.0% | +248.1% | -147.0% | +86.9% |
| 3Y | +199.0% | +86.1% | +112.9% | +157.8% |
| All | +199.0% | +85.3% | +113.8% | +157.8% |
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