+219.2%
VT vs IOVA
+12.2%
+207.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.1% | -8.5% | +8.4% | +0.4% |
| 30D | -3.1% | -44.7% | +41.7% | 0.0% |
| 3M | -3.5% | +26.2% | -29.7% | -6.3% |
| 6M | +0.5% | +123.2% | -122.7% | -7.2% |
| YTD | +10.8% | +196.0% | -185.2% | -0.7% |
| 1Y | +11.9% | +240.9% | -229.0% | -1.0% |
| 3Y | +73.0% | +103.5% | -30.6% | +47.2% |
| 5Y | +58.6% | -65.5% | +124.1% | +46.8% |
| 10Y | +219.2% | +7.0% | +212.2% | +168.6% |
| All | +219.2% | +12.2% | +207.0% | +168.6% |
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 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