+46.4%
VTRS vs IOVA
-62.2%
+108.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.4% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | +3.3% | +27.6% | -24.3% | +1.5% |
| 3M | +2.0% | +117.2% | -115.2% | -4.4% |
| 6M | +19.9% | +77.7% | -57.7% | +13.4% |
| YTD | +35.7% | +215.0% | -179.3% | +21.6% |
| 1Y | +68.1% | +255.4% | -187.3% | +48.2% |
| 3Y | +87.1% | +42.6% | +44.5% | +64.3% |
| All | +46.4% | -62.2% | +108.6% | +34.7% |
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