+70.1%
VT vs IOVA
+85.3%
-15.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | +0.1% |
| 7D | -2.3% | -5.2% | +2.9% | -2.1% |
| 30D | -5.0% | -37.8% | +32.8% | -3.5% |
| 3M | -4.9% | +29.5% | -34.3% | -6.8% |
| 6M | -1.5% | +96.6% | -98.1% | -6.1% |
| YTD | +8.5% | +194.5% | -186.0% | +0.6% |
| 1Y | +11.4% | +248.1% | -236.7% | +2.2% |
| 3Y | +70.1% | +86.1% | -16.0% | +51.9% |
| All | +70.1% | +85.3% | -15.2% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling