+222.7%
VT vs IOVA
-0.9%
+223.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.0% |
| 30D | -2.5% | -47.4% | +44.9% | +0.8% |
| 3M | -3.3% | +13.2% | -16.5% | -5.5% |
| 6M | +1.5% | +114.3% | -112.8% | -5.9% |
| YTD | +11.4% | +179.5% | -168.1% | +0.1% |
| 1Y | +11.9% | +200.4% | -188.5% | -0.1% |
| 3Y | +73.9% | +92.2% | -18.3% | +48.5% |
| 5Y | +57.9% | -63.8% | +121.7% | +45.4% |
| All | +222.7% | -0.9% | +223.7% | +172.5% |
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