+134.8%
VXUS vs IOVA
+34.0%
+100.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | -0.1% |
| 7D | -1.8% | -5.2% | +3.4% | -1.5% |
| 30D | -4.6% | -37.8% | +33.2% | -2.6% |
| 3M | -6.1% | +29.5% | -35.6% | -8.7% |
| 6M | -4.9% | +96.6% | -101.5% | -10.8% |
| YTD | +8.1% | +194.5% | -186.5% | -2.2% |
| 1Y | +12.1% | +248.1% | -236.0% | +0.1% |
| 3Y | +63.9% | +86.1% | -22.2% | +42.8% |
| 5Y | +43.1% | -67.8% | +111.0% | +34.0% |
| All | +134.8% | +34.0% | +100.8% | +103.8% |
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