+373.4%
VST vs IOVA
+44.8%
+328.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +8.9% | +9.7% | -0.8% | +8.2% |
| 30D | +6.2% | +102.5% | -96.3% | +0.1% |
| 3M | -2.7% | +100.7% | -103.4% | -8.6% |
| 6M | -8.4% | +106.3% | -114.7% | -14.7% |
| YTD | -7.2% | +222.0% | -229.2% | -16.9% |
| 1Y | -20.9% | +299.5% | -320.4% | -31.1% |
| All | +373.4% | +44.8% | +328.6% | +308.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling