+292.0%
VSH vs IOVA
-91.6%
+383.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.4% |
| 7D | +4.1% | +9.7% | -5.7% | +3.8% |
| 30D | -4.2% | +102.5% | -106.7% | -6.5% |
| 3M | -50.0% | +100.7% | -150.7% | -51.3% |
| 6M | +80.2% | +106.3% | -26.2% | +74.9% |
| YTD | +121.1% | +222.0% | -100.9% | +111.3% |
| 1Y | +112.0% | +299.5% | -187.5% | +100.7% |
| 3Y | +22.5% | +42.9% | -20.4% | +17.1% |
| 5Y | +64.0% | -65.0% | +129.0% | +59.2% |
| 10Y | +170.4% | +10.3% | +160.1% | +156.2% |
| All | +292.0% | -91.6% | +383.7% | +258.9% |
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