+33.4%
VWO vs IOVA
-66.4%
+99.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.4% |
| 7D | -1.7% | -6.4% | +4.7% | -1.4% |
| 30D | -0.3% | +25.4% | -25.7% | -1.6% |
| 3M | +4.0% | +115.3% | -111.4% | -1.0% |
| 6M | +8.1% | +56.5% | -48.4% | +4.3% |
| YTD | +11.6% | +198.2% | -186.5% | +3.4% |
| 1Y | +16.2% | +242.0% | -225.8% | +6.3% |
| 3Y | +63.3% | +36.8% | +26.5% | +48.6% |
| 5Y | +33.4% | -64.3% | +97.6% | +25.5% |
| All | +33.4% | -66.4% | +99.8% | +25.5% |
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 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