+2,826.7%
VRT vs IOVA
-36.5%
+2,863.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | +13.6% | +5.1% | +8.5% | +13.0% |
| 30D | +6.8% | +37.2% | -30.5% | +2.9% |
| 3M | -3.2% | +117.5% | -120.7% | -12.6% |
| 6M | +20.3% | +69.6% | -49.2% | +10.8% |
| YTD | +79.6% | +218.7% | -139.1% | +52.7% |
| 1Y | +139.0% | +265.5% | -126.5% | +98.0% |
| 3Y | +644.6% | +46.2% | +598.4% | +507.6% |
| 5Y | +1,024.4% | -63.2% | +1,087.6% | +899.9% |
| All | +2,826.7% | -36.5% | +2,863.2% | +2,479.3% |
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