+65.5%
VZ vs IOVA
+28.7%
+36.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +2.2% | +1.9% | +0.4% | +2.2% |
| 30D | +10.6% | -44.1% | +54.7% | +11.2% |
| 3M | -0.6% | +28.9% | -29.5% | -1.4% |
| 6M | +0.7% | +125.7% | -124.9% | -1.2% |
| YTD | +20.6% | +199.3% | -178.7% | +17.4% |
| 1Y | +22.7% | +255.2% | -232.5% | +19.0% |
| 3Y | +57.2% | +106.8% | -49.6% | +50.7% |
| 5Y | +21.4% | -67.1% | +88.5% | +18.4% |
| 10Y | +65.5% | +16.7% | +48.8% | +62.8% |
| All | +65.5% | +28.7% | +36.8% | +62.8% |
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