+1,179.1%
VST vs IOVA
-0.9%
+1,180.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.7% | +6.5% | +1.3% |
| 7D | +19.2% | -1.4% | +20.6% | +19.3% |
| 30D | -17.2% | -47.4% | +30.2% | -13.5% |
| 3M | -8.1% | +13.2% | -21.4% | -10.4% |
| 6M | -8.1% | +114.3% | -122.5% | -15.9% |
| YTD | -16.3% | +179.5% | -195.7% | -26.0% |
| 1Y | -24.1% | +200.4% | -224.5% | -33.6% |
| 3Y | +300.2% | +92.2% | +208.0% | +236.8% |
| 5Y | +645.9% | -63.8% | +709.7% | +579.1% |
| All | +1,179.1% | -0.9% | +1,180.0% | +977.0% |
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 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