+773.6%
VMC vs IOVA
-92.7%
+866.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | -1.4% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | +15.3% | -47.4% | +62.6% | +16.3% |
| 3M | +0.3% | +13.2% | -12.9% | -0.4% |
| 6M | +0.9% | +114.3% | -113.4% | -1.3% |
| YTD | -1.0% | +179.5% | -180.5% | -3.9% |
| 1Y | -4.3% | +200.4% | -204.7% | -7.3% |
| 3Y | +35.3% | +92.2% | -56.9% | +30.1% |
| 5Y | +44.4% | -63.8% | +108.2% | +40.9% |
| 10Y | +128.0% | +0.4% | +127.6% | +117.4% |
| All | +773.6% | -92.7% | +866.3% | +667.6% |
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