+57.3%
VUG vs IOVA
-67.9%
+125.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.7% |
| 7D | -3.4% | -5.2% | +1.8% | -3.1% |
| 30D | -11.1% | -37.8% | +26.7% | -9.1% |
| 3M | -7.2% | +29.5% | -36.7% | -9.9% |
| 6M | -4.1% | +96.6% | -100.7% | -10.3% |
| YTD | +1.4% | +194.5% | -193.1% | -8.7% |
| 1Y | +1.9% | +248.1% | -246.1% | -9.5% |
| 3Y | +77.7% | +86.1% | -8.4% | +51.3% |
| All | +57.3% | -67.9% | +125.2% | +50.4% |
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 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