+112.2%
VSH vs IOVA
+254.2%
-142.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | +3.5% | -2.2% | +5.7% | +3.7% |
| 30D | -4.4% | +31.7% | -36.1% | -6.5% |
| 3M | -45.8% | +117.3% | -163.1% | -49.3% |
| 6M | +90.1% | +55.8% | +34.3% | +78.2% |
| YTD | +120.3% | +208.8% | -88.5% | +97.8% |
| 1Y | +112.2% | +255.7% | -143.5% | +100.4% |
| All | +112.2% | +254.2% | -142.0% | +100.4% |
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