+802.4%
VMC vs IOVA
-92.2%
+894.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.5% |
| 7D | +0.3% | +1.9% | -1.6% | +0.2% |
| 30D | +18.6% | -44.1% | +62.7% | +19.5% |
| 3M | +2.0% | +28.9% | -26.8% | +1.1% |
| 6M | +2.6% | +125.7% | -123.1% | +0.3% |
| YTD | +2.3% | +199.3% | -197.0% | -0.9% |
| 1Y | +1.7% | +255.2% | -253.5% | -1.8% |
| 3Y | +41.7% | +106.8% | -65.1% | +36.1% |
| 5Y | +46.6% | -67.1% | +113.7% | +43.3% |
| 10Y | +140.3% | +16.7% | +123.5% | +128.6% |
| All | +802.4% | -92.2% | +894.7% | +692.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling