+183.8%
VXUS vs IOVA
-93.0%
+276.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +1.0% | +9.7% | -8.7% | +0.9% |
| 30D | +2.2% | +102.5% | -100.3% | +0.8% |
| 3M | +3.0% | +100.7% | -97.7% | +1.5% |
| 6M | +10.7% | +106.3% | -95.7% | +8.8% |
| YTD | +17.8% | +222.0% | -204.1% | +14.8% |
| 1Y | +27.6% | +299.5% | -272.0% | +23.6% |
| 3Y | +73.3% | +42.9% | +30.4% | +68.4% |
| 5Y | +54.3% | -65.0% | +119.3% | +51.4% |
| 10Y | +149.8% | +10.3% | +139.5% | +140.9% |
| All | +183.8% | -93.0% | +276.8% | +171.4% |
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