+213.0%
VT vs IOVA
+29.0%
+184.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.0% | +7.0% | -3.4% |
| 7D | -4.2% | -19.0% | +14.9% | -3.0% |
| 30D | -5.8% | -40.3% | +34.5% | -3.4% |
| 3M | -5.2% | +78.3% | -83.6% | -10.5% |
| 6M | +0.1% | +94.5% | -94.3% | -6.6% |
| YTD | +8.2% | +183.5% | -175.3% | -2.7% |
| 1Y | +10.1% | +327.6% | -317.5% | -4.4% |
| 3Y | +69.7% | +83.8% | -14.2% | +45.5% |
| 5Y | +53.4% | -69.0% | +122.4% | +43.2% |
| All | +213.0% | +29.0% | +184.0% | +163.4% |
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