+57.4%
VZ vs IOVA
+99.0%
-41.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +1.5% | -3.5% | +4.9% | +1.5% |
| 30D | +4.4% | -45.4% | +49.8% | +4.4% |
| 3M | -2.4% | +19.0% | -21.4% | -2.9% |
| 6M | +1.4% | +112.0% | -110.6% | +0.3% |
| YTD | +21.4% | +184.2% | -162.9% | +19.7% |
| 1Y | +20.3% | +222.0% | -201.7% | +18.4% |
| 3Y | +57.4% | +92.6% | -35.2% | +54.1% |
| All | +57.4% | +99.0% | -41.6% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling