+409.7%
VUG vs IOVA
+6.6%
+403.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | +0.9% | +5.1% | -4.2% | +0.5% |
| 30D | -1.4% | +37.2% | -38.7% | -4.1% |
| 3M | +2.3% | +117.5% | -115.2% | -5.3% |
| 6M | +15.7% | +69.6% | -53.9% | +8.5% |
| YTD | +8.6% | +218.7% | -210.1% | -4.2% |
| 1Y | +14.1% | +265.5% | -251.5% | -1.5% |
| 3Y | +87.9% | +46.2% | +41.7% | +60.1% |
| 5Y | +76.3% | -63.2% | +139.6% | +61.9% |
| 10Y | +409.7% | +6.1% | +403.6% | +320.8% |
| All | +409.7% | +6.6% | +403.0% | +320.8% |
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