+379.7%
VRT vs IOVA
+99.0%
+280.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.8% |
| 7D | +10.5% | -3.5% | +14.0% | +10.8% |
| 30D | -9.3% | -45.4% | +36.1% | -5.7% |
| 3M | -29.6% | +19.0% | -48.6% | -31.4% |
| 6M | -45.4% | +112.0% | -157.4% | -49.9% |
| YTD | +24.8% | +184.2% | -159.4% | +10.9% |
| 1Y | +23.6% | +222.0% | -198.4% | +8.6% |
| 3Y | +379.7% | +92.6% | +287.1% | +298.2% |
| All | +379.7% | +99.0% | +280.7% | +298.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling