+24.9%
VSH vs IOVA
-67.9%
+92.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +5.3% |
| 7D | -12.9% | -5.2% | -7.8% | -12.3% |
| 30D | -36.9% | -37.8% | +0.9% | -34.0% |
| 3M | -28.8% | +29.5% | -58.2% | -32.0% |
| 6M | -30.3% | +96.6% | -126.9% | -37.6% |
| YTD | +62.4% | +194.5% | -132.1% | +36.1% |
| 1Y | +62.5% | +248.1% | -185.5% | +32.9% |
| 3Y | +7.4% | +86.1% | -78.7% | -13.3% |
| All | +24.9% | -67.9% | +92.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling