+187.9%
VSH vs IOVA
-92.3%
+280.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +5.6% |
| 7D | -12.9% | -5.2% | -7.8% | -12.7% |
| 30D | -36.9% | -37.8% | +0.9% | -36.0% |
| 3M | -28.8% | +29.5% | -58.2% | -29.6% |
| 6M | -30.3% | +96.6% | -126.9% | -32.3% |
| YTD | +62.4% | +194.5% | -132.1% | +55.0% |
| 1Y | +62.5% | +248.1% | -185.5% | +54.2% |
| 3Y | +7.4% | +86.1% | -78.7% | +1.9% |
| 5Y | +25.4% | -67.8% | +93.3% | +21.7% |
| 10Y | +102.6% | +38.6% | +64.0% | +91.4% |
| All | +187.9% | -92.3% | +280.2% | +163.4% |
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 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