+1.9%
VUG vs IOVA
+233.9%
-232.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.2% | -8.5% | +7.3% | -0.9% |
| 30D | -8.9% | -44.7% | +35.9% | -7.4% |
| 3M | -5.9% | +26.2% | -32.2% | -7.0% |
| 6M | -3.3% | +123.2% | -126.5% | -7.0% |
| YTD | +3.4% | +196.0% | -192.6% | -2.6% |
| 1Y | +1.9% | +240.9% | -239.0% | -4.4% |
| All | +1.9% | +233.9% | -232.0% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling