+152.5%
VMC vs IOVA
+4.5%
+148.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -3.1% |
| 7D | -5.3% | -2.2% | -3.1% | -5.2% |
| 30D | -12.3% | +31.7% | -44.0% | -13.7% |
| 3M | -10.3% | +117.3% | -127.5% | -14.9% |
| 6M | -8.6% | +55.8% | -64.4% | -12.0% |
| YTD | -11.9% | +208.8% | -220.7% | -19.3% |
| 1Y | -13.9% | +255.7% | -269.6% | -22.4% |
| 3Y | +18.2% | +41.7% | -23.5% | +6.1% |
| 5Y | +47.7% | -64.9% | +112.6% | +39.5% |
| 10Y | +152.5% | +6.3% | +146.2% | +99.8% |
| All | +152.5% | +4.5% | +148.0% | +99.8% |
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 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