+66.7%
VSH vs IOVA
-63.5%
+130.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +6.2% | +5.1% | +1.1% | +5.6% |
| 30D | -11.1% | +37.2% | -48.4% | -14.4% |
| 3M | -44.9% | +117.5% | -162.4% | -50.4% |
| 6M | +90.0% | +69.6% | +20.4% | +74.3% |
| YTD | +118.8% | +218.7% | -99.9% | +84.5% |
| 1Y | +109.0% | +265.5% | -156.6% | +71.5% |
| 3Y | +35.6% | +46.2% | -10.6% | +12.8% |
| 5Y | +66.7% | -63.2% | +129.9% | +47.0% |
| All | +66.7% | -63.5% | +130.2% | +47.0% |
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