+85.6%
VTRS vs IOVA
+36.1%
+49.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | -3.3% | -6.4% | +3.1% | -2.9% |
| 30D | +1.4% | +25.4% | -24.1% | -0.3% |
| 3M | +4.6% | +115.3% | -110.7% | -2.0% |
| 6M | +18.1% | +56.5% | -38.5% | +12.6% |
| YTD | +34.7% | +198.2% | -163.5% | +20.2% |
| 1Y | +65.6% | +242.0% | -176.4% | +45.0% |
| All | +85.6% | +36.1% | +49.5% | +53.2% |
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