+63.4%
VSH vs IOVA
+362.8%
-299.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -5.0% |
| 7D | -13.6% | -41.3% | +27.6% | -11.6% |
| 30D | -30.4% | -38.5% | +8.2% | -28.8% |
| 3M | -33.3% | +99.5% | -132.8% | -35.8% |
| 6M | -15.1% | +126.0% | -141.0% | -18.6% |
| YTD | +80.2% | +218.7% | -138.5% | +73.3% |
| 1Y | +63.4% | +378.0% | -314.7% | +60.7% |
| All | +63.4% | +362.8% | -299.4% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling