+717.3%
VMC vs IOVA
-91.6%
+809.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | -4.3% | +9.7% | -14.1% | -4.5% |
| 30D | -8.2% | +102.5% | -110.8% | -9.6% |
| 3M | -7.0% | +100.7% | -107.7% | -8.5% |
| 6M | -10.8% | +106.3% | -117.1% | -12.4% |
| YTD | -7.4% | +222.0% | -229.4% | -10.0% |
| 1Y | -9.5% | +299.5% | -309.0% | -12.6% |
| 3Y | +20.5% | +42.9% | -22.5% | +16.7% |
| 5Y | +51.6% | -65.0% | +116.5% | +48.5% |
| 10Y | +150.0% | +10.3% | +139.8% | +138.8% |
| All | +717.3% | -91.6% | +809.0% | +619.3% |
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