+931.4%
VUG vs IOVA
-92.3%
+1,023.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.2% | -8.5% | +7.3% | -1.0% |
| 30D | -8.9% | -44.7% | +35.9% | -7.9% |
| 3M | -5.9% | +26.2% | -32.2% | -6.7% |
| 6M | -3.3% | +123.2% | -126.5% | -5.6% |
| YTD | +3.4% | +196.0% | -192.6% | +0.1% |
| 1Y | +1.9% | +240.9% | -239.0% | -1.8% |
| 3Y | +76.9% | +103.5% | -26.6% | +69.4% |
| 5Y | +63.9% | -65.5% | +129.3% | +59.8% |
| 10Y | +396.2% | +7.0% | +389.2% | +375.8% |
| All | +931.4% | -92.3% | +1,023.7% | +862.9% |
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