+297.8%
VTI vs IOVA
+9.7%
+288.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +0.4% |
| 7D | -0.9% | -2.2% | +1.3% | -0.8% |
| 30D | -1.4% | +27.6% | -29.0% | -3.4% |
| 3M | +3.6% | +117.2% | -113.6% | -3.2% |
| 6M | +13.6% | +77.7% | -64.1% | +7.0% |
| YTD | +12.9% | +215.0% | -202.1% | +1.0% |
| 1Y | +17.2% | +255.4% | -238.2% | +3.1% |
| 3Y | +75.7% | +42.6% | +33.1% | +53.0% |
| 5Y | +75.4% | -62.2% | +137.7% | +62.0% |
| All | +297.8% | +9.7% | +288.1% | +232.1% |
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