+897.3%
VST vs IOVA
-4.0%
+901.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -11.0% | +4.9% | -5.3% |
| 7D | -19.9% | -19.0% | -0.9% | -18.6% |
| 30D | -29.7% | -40.3% | +10.6% | -27.3% |
| 3M | -19.6% | +78.3% | -97.9% | -24.8% |
| 6M | -29.4% | +94.5% | -123.9% | -34.9% |
| YTD | -29.7% | +183.5% | -213.2% | -37.9% |
| 1Y | -40.0% | +327.6% | -367.7% | -49.3% |
| 3Y | +231.0% | +83.8% | +147.1% | +179.7% |
| 5Y | +500.1% | -69.0% | +569.1% | +454.1% |
| 10Y | +1,004.2% | +33.4% | +970.8% | +787.1% |
| All | +897.3% | -4.0% | +901.3% | +694.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling