+54.4%
VXUS vs IOVA
-64.9%
+119.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +1.0% | +9.7% | -8.7% | +0.5% |
| 30D | +2.2% | +102.5% | -100.3% | -1.9% |
| 3M | +3.0% | +100.7% | -97.7% | -1.5% |
| 6M | +10.7% | +106.3% | -95.7% | +5.2% |
| YTD | +17.8% | +222.0% | -204.1% | +8.8% |
| 1Y | +27.6% | +299.5% | -272.0% | +15.7% |
| 3Y | +73.3% | +42.9% | +30.4% | +57.5% |
| All | +54.4% | -64.9% | +119.3% | +45.3% |
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