+70.6%
VZ vs IOVA
+12.2%
+58.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.4% | -8.5% | +10.9% | +2.5% |
| 30D | +11.2% | -44.7% | +55.9% | +11.8% |
| 3M | 0.0% | +26.2% | -26.3% | -0.8% |
| 6M | +1.3% | +123.2% | -121.9% | -0.7% |
| YTD | +21.3% | +196.0% | -174.7% | +18.0% |
| 1Y | +23.9% | +240.9% | -217.0% | +20.2% |
| 3Y | +57.7% | +103.5% | -45.8% | +51.0% |
| 5Y | +21.2% | -65.5% | +86.7% | +18.1% |
| 10Y | +70.6% | +7.0% | +63.5% | +66.9% |
| All | +70.6% | +12.2% | +58.3% | +66.9% |
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