+1,216.9%
VST vs IOVA
+9.1%
+1,207.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +8.9% | +9.7% | -0.8% | +8.1% |
| 30D | +6.2% | +102.5% | -96.3% | -0.4% |
| 3M | -2.7% | +100.7% | -103.4% | -9.1% |
| 6M | -8.4% | +106.3% | -114.7% | -15.2% |
| YTD | -7.2% | +222.0% | -229.2% | -17.8% |
| 1Y | -20.9% | +299.5% | -320.4% | -31.9% |
| 3Y | +384.0% | +42.9% | +341.1% | +321.5% |
| 5Y | +757.1% | -65.0% | +822.0% | +692.8% |
| All | +1,216.9% | +9.1% | +1,207.8% | +952.7% |
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