+987.3%
VUG vs IOVA
-91.6%
+1,078.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -0.1% | +9.7% | -9.8% | -0.3% |
| 30D | -0.3% | +102.5% | -102.9% | -2.0% |
| 3M | -0.7% | +100.7% | -101.4% | -2.5% |
| 6M | +14.6% | +106.3% | -91.7% | +12.3% |
| YTD | +9.0% | +222.0% | -213.0% | +5.6% |
| 1Y | +14.9% | +299.5% | -284.7% | +10.6% |
| 3Y | +86.0% | +42.9% | +43.1% | +79.6% |
| 5Y | +76.7% | -65.0% | +141.7% | +72.7% |
| 10Y | +411.3% | +10.3% | +401.0% | +391.0% |
| All | +987.3% | -91.6% | +1,078.9% | +916.5% |
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