+231.3%
VSH vs IOVA
-92.3%
+323.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | -1.6% | -8.5% | +6.9% | -1.2% |
| 30D | -21.3% | -44.7% | +23.4% | -19.9% |
| 3M | -18.9% | +26.2% | -45.2% | -19.8% |
| 6M | -21.4% | +123.2% | -144.6% | -24.0% |
| YTD | +86.8% | +196.0% | -109.1% | +78.4% |
| 1Y | +85.8% | +240.9% | -155.2% | +76.4% |
| 3Y | +30.1% | +103.5% | -73.4% | +23.2% |
| 5Y | +42.8% | -65.5% | +108.3% | +38.3% |
| 10Y | +121.2% | +7.0% | +114.2% | +109.4% |
| All | +231.3% | -92.3% | +323.6% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling