+397.5%
VT vs IOVA
-91.6%
+489.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | +0.4% | +9.7% | -9.3% | +0.3% |
| 30D | +1.0% | +102.5% | -101.6% | -0.5% |
| 3M | +2.4% | +100.7% | -98.3% | +0.8% |
| 6M | +12.0% | +106.3% | -94.3% | +10.0% |
| YTD | +15.3% | +222.0% | -206.6% | +12.2% |
| 1Y | +22.6% | +299.5% | -277.0% | +18.5% |
| 3Y | +74.7% | +42.9% | +31.7% | +69.4% |
| 5Y | +66.1% | -65.0% | +131.1% | +62.8% |
| 10Y | +225.0% | +10.3% | +214.7% | +212.8% |
| All | +397.5% | -91.6% | +489.1% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling