-22.0%
VST vs IOVA
+207.9%
-230.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | +6.6% | -3.5% | +10.1% | +6.8% |
| 30D | -12.4% | -45.4% | +33.0% | -10.4% |
| 3M | -9.0% | +19.0% | -28.0% | -10.4% |
| 6M | -6.4% | +112.0% | -118.5% | -10.4% |
| YTD | -17.2% | +184.2% | -201.4% | -17.0% |
| 1Y | -22.0% | +222.0% | -244.0% | -20.6% |
| All | -22.0% | +207.9% | -230.0% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling