+78.8%
VZ vs IOVA
+44.8%
+34.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | +0.1% | +9.7% | -9.7% | -0.1% |
| 30D | +7.9% | +102.5% | -94.6% | +6.6% |
| 3M | +13.6% | +100.7% | -87.0% | +12.2% |
| 6M | +1.1% | +106.3% | -105.2% | -0.4% |
| YTD | +29.3% | +222.0% | -192.7% | +26.3% |
| 1Y | +21.2% | +299.5% | -278.3% | +17.8% |
| All | +78.8% | +44.8% | +34.0% | +54.4% |
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 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