+7.7%
VTRS vs IOVA
-91.7%
+99.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -0.1% | +5.1% | -5.2% | -0.2% |
| 30D | +1.9% | +37.2% | -35.4% | +1.3% |
| 3M | +5.1% | +117.5% | -112.4% | +3.3% |
| 6M | +20.1% | +69.6% | -49.5% | +18.4% |
| YTD | +36.6% | +218.7% | -182.1% | +32.9% |
| 1Y | +64.1% | +265.5% | -201.4% | +59.1% |
| 3Y | +86.4% | +46.2% | +40.1% | +81.1% |
| 5Y | +40.9% | -63.2% | +104.1% | +37.9% |
| 10Y | -48.7% | +6.1% | -54.8% | -50.4% |
| All | +7.7% | -91.7% | +99.4% | +8.5% |
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