+179.5%
VSH vs IOVA
+4.5%
+175.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.1% |
| 7D | +3.5% | -2.2% | +5.7% | +3.8% |
| 30D | -4.4% | +31.7% | -36.1% | -7.8% |
| 3M | -45.8% | +117.3% | -163.1% | -51.7% |
| 6M | +90.1% | +55.8% | +34.3% | +74.9% |
| YTD | +120.3% | +208.8% | -88.5% | +83.5% |
| 1Y | +112.2% | +255.7% | -143.5% | +71.5% |
| 3Y | +36.6% | +41.7% | -5.1% | +11.3% |
| 5Y | +67.0% | -64.9% | +131.9% | +49.1% |
| 10Y | +179.5% | +6.3% | +173.2% | +103.9% |
| All | +179.5% | +4.5% | +175.0% | +103.9% |
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