+576.7%
VTV vs IOVA
-91.6%
+668.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.3% |
| 7D | +0.5% | +9.7% | -9.2% | +0.4% |
| 30D | +1.1% | +102.5% | -101.4% | -0.1% |
| 3M | +5.9% | +100.7% | -94.8% | +4.6% |
| 6M | +11.6% | +106.3% | -94.7% | +10.0% |
| YTD | +19.8% | +222.0% | -202.2% | +17.2% |
| 1Y | +26.2% | +299.5% | -273.3% | +22.9% |
| 3Y | +68.5% | +42.9% | +25.5% | +64.3% |
| 5Y | +79.9% | -65.0% | +144.9% | +76.9% |
| 10Y | +229.7% | +10.3% | +219.4% | +219.6% |
| All | +576.7% | -91.6% | +668.3% | +541.0% |
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