+113.0%
VWO vs IOVA
+9.7%
+103.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.3% |
| 7D | -1.8% | -2.2% | +0.4% | -1.7% |
| 30D | -0.1% | +27.6% | -27.7% | -1.8% |
| 3M | +2.2% | +117.2% | -114.9% | -3.6% |
| 6M | +8.8% | +77.7% | -68.9% | +3.3% |
| YTD | +12.4% | +215.0% | -202.6% | +2.1% |
| 1Y | +15.6% | +255.4% | -239.8% | +3.5% |
| 3Y | +62.5% | +42.6% | +19.9% | +44.7% |
| 5Y | +34.3% | -62.2% | +96.5% | +25.3% |
| All | +113.0% | +9.7% | +103.3% | +93.5% |
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 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