+2,723.0%
VRT vs IOVA
-35.8%
+2,758.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.3% | +4.2% |
| 7D | +9.1% | +9.7% | -0.6% | +8.0% |
| 30D | +0.9% | +102.5% | -101.6% | -7.6% |
| 3M | -13.4% | +100.7% | -114.1% | -21.1% |
| 6M | +11.7% | +106.3% | -94.6% | +0.5% |
| YTD | +73.2% | +222.0% | -148.7% | +47.2% |
| 1Y | +123.4% | +299.5% | -176.1% | +83.0% |
| 3Y | +606.2% | +42.9% | +563.2% | +478.1% |
| 5Y | +899.9% | -65.0% | +964.9% | +792.7% |
| All | +2,723.0% | -35.8% | +2,758.9% | +2,385.3% |
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 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