+53.4%
VT vs IOVA
-67.9%
+121.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | 0.0% |
| 7D | -2.3% | -5.2% | +2.9% | -2.1% |
| 30D | -5.0% | -37.8% | +32.8% | -3.2% |
| 3M | -4.9% | +29.5% | -34.3% | -7.2% |
| 6M | -1.5% | +96.6% | -98.1% | -6.9% |
| YTD | +8.5% | +194.5% | -186.0% | -0.6% |
| 1Y | +11.4% | +248.1% | -236.7% | +0.8% |
| 3Y | +70.1% | +86.1% | -16.0% | +50.0% |
| All | +53.4% | -67.9% | +121.3% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling