+386.7%
VT vs IOVA
-91.7%
+478.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | -0.3% | -41.3% | +41.0% | +0.5% |
| 30D | -1.4% | -38.5% | +37.1% | -0.8% |
| 3M | -1.4% | +99.5% | -100.9% | -3.1% |
| 6M | +5.5% | +126.0% | -120.5% | +3.2% |
| YTD | +12.8% | +218.7% | -205.8% | +9.4% |
| 1Y | +15.4% | +378.0% | -362.6% | +11.0% |
| 3Y | +76.9% | +106.7% | -29.8% | +70.2% |
| 5Y | +60.4% | -64.5% | +124.9% | +56.7% |
| 10Y | +232.8% | +50.0% | +182.8% | +218.8% |
| All | +386.7% | -91.7% | +478.4% | +349.3% |
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