+420.0%
VLO vs IOVA
-67.9%
+487.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.8% |
| 3M | +14.3% | +29.5% | -15.1% | +13.1% |
| 6M | +47.6% | +96.6% | -48.9% | +44.2% |
| YTD | +116.0% | +194.5% | -78.5% | +106.9% |
| 1Y | +101.0% | +248.1% | -147.0% | +91.2% |
| 3Y | +199.0% | +86.1% | +112.9% | +184.8% |
| All | +420.0% | -67.9% | +487.9% | +420.9% |
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