+1,205.2%
VST vs IOVA
+28.7%
+1,176.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +7.2% |
| 7D | -0.5% | +1.9% | -2.4% | -0.6% |
| 30D | -17.1% | -44.1% | +27.1% | -13.8% |
| 3M | -4.6% | +28.9% | -33.5% | -7.9% |
| 6M | -9.1% | +125.7% | -134.8% | -17.1% |
| YTD | -16.6% | +199.3% | -215.9% | -26.7% |
| 1Y | -29.5% | +255.2% | -284.7% | -39.2% |
| 3Y | +297.5% | +106.8% | +190.7% | +232.5% |
| 5Y | +654.5% | -67.1% | +721.6% | +593.4% |
| 10Y | +1,205.2% | +16.7% | +1,188.5% | +955.5% |
| All | +1,205.2% | +28.7% | +1,176.6% | +955.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling