+1,917.9%
VRT vs IOVA
-40.4%
+1,958.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.5% |
| 7D | -10.6% | +1.9% | -12.5% | -10.6% |
| 30D | -17.4% | -44.1% | +26.7% | -13.0% |
| 3M | -26.4% | +28.9% | -55.3% | -29.7% |
| 6M | -41.0% | +125.7% | -166.7% | -48.0% |
| YTD | +23.8% | +199.3% | -175.4% | +4.3% |
| 1Y | +11.6% | +255.2% | -243.6% | -8.1% |
| 3Y | +403.5% | +106.8% | +296.7% | +289.6% |
| 5Y | +647.0% | -67.1% | +714.1% | +562.0% |
| All | +1,917.9% | -40.4% | +1,958.2% | +1,661.5% |
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