+100.0%
VWO vs IOVA
-92.0%
+191.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | +0.2% | -2.2% | +2.4% | +0.2% |
| 30D | +0.9% | +31.7% | -30.8% | +0.3% |
| 3M | +4.3% | +117.3% | -113.0% | +2.5% |
| 6M | +10.5% | +55.8% | -45.3% | +9.2% |
| YTD | +13.4% | +208.8% | -195.4% | +10.4% |
| 1Y | +18.6% | +255.7% | -237.1% | +15.0% |
| 3Y | +65.8% | +41.7% | +24.1% | +60.9% |
| 5Y | +35.2% | -64.9% | +100.1% | +32.5% |
| 10Y | +116.6% | +6.3% | +110.3% | +108.5% |
| All | +100.0% | -92.0% | +191.9% | +84.6% |
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