+22.1%
VMC vs IOVA
+50.0%
-27.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -0.5% | +5.1% | -5.6% | -0.7% |
| 30D | -9.1% | +37.2% | -46.3% | -10.1% |
| 3M | -4.1% | +117.5% | -121.6% | -7.0% |
| 6M | -5.5% | +69.6% | -75.1% | -7.8% |
| YTD | -8.9% | +218.7% | -227.6% | -13.9% |
| 1Y | -12.9% | +265.5% | -278.5% | -18.6% |
| 3Y | +22.1% | +46.2% | -24.1% | +10.8% |
| All | +22.1% | +50.0% | -27.9% | +10.8% |
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