+167.6%
VXUS vs IOVA
-93.5%
+261.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.8% |
| 7D | +0.8% | +1.9% | -1.1% | +0.7% |
| 30D | -1.9% | -44.1% | +42.2% | -1.1% |
| 3M | -4.4% | +28.9% | -33.3% | -5.1% |
| 6M | -2.0% | +125.7% | -127.7% | -3.9% |
| YTD | +11.1% | +199.3% | -188.1% | +8.1% |
| 1Y | +15.1% | +255.2% | -240.2% | +11.5% |
| 3Y | +70.4% | +106.8% | -36.4% | +64.4% |
| 5Y | +47.2% | -67.1% | +114.2% | +44.1% |
| 10Y | +142.3% | +16.7% | +125.6% | +133.1% |
| All | +167.6% | -93.5% | +261.1% | +155.5% |
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 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