+2,010.2%
VRT vs IOVA
-44.3%
+2,054.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +2.1% |
| 7D | +18.6% | -1.4% | +20.0% | +18.8% |
| 30D | -11.7% | -47.4% | +35.7% | -6.3% |
| 3M | -27.3% | +13.2% | -40.5% | -29.6% |
| 6M | -42.9% | +114.3% | -157.2% | -49.4% |
| YTD | +29.5% | +179.5% | -150.0% | +9.9% |
| 1Y | +21.0% | +200.4% | -179.3% | +1.6% |
| 3Y | +403.1% | +92.2% | +310.9% | +292.3% |
| 5Y | +688.8% | -63.8% | +752.6% | +594.9% |
| All | +2,010.2% | -44.3% | +2,054.5% | +1,755.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling