+1,112.0%
VST vs IOVA
+34.0%
+1,078.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.9% | +6.7% | +10.2% |
| 7D | -9.8% | -5.2% | -4.6% | -9.4% |
| 30D | -25.1% | -37.8% | +12.6% | -22.9% |
| 3M | -11.6% | +29.5% | -41.1% | -14.7% |
| 6M | -20.9% | +96.6% | -117.5% | -27.1% |
| YTD | -22.3% | +194.5% | -216.8% | -31.6% |
| 1Y | -32.0% | +248.1% | -280.1% | -41.2% |
| 3Y | +262.4% | +86.1% | +176.3% | +206.1% |
| 5Y | +563.4% | -67.8% | +631.2% | +510.9% |
| All | +1,112.0% | +34.0% | +1,078.0% | +870.2% |
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