+52.7%
VMC vs IOVA
-63.5%
+116.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.4% |
| 3M | -4.1% | +117.5% | -121.6% | -8.0% |
| 6M | -5.5% | +69.6% | -75.1% | -8.6% |
| YTD | -8.9% | +218.7% | -227.6% | -15.1% |
| 1Y | -12.9% | +265.5% | -278.5% | -19.9% |
| 3Y | +22.1% | +46.2% | -24.1% | +12.0% |
| 5Y | +52.7% | -63.2% | +116.0% | +45.8% |
| All | +52.7% | -63.5% | +116.2% | +45.8% |
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 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