+25.5%
VZ vs IOVA
-64.9%
+90.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | +0.1% | +9.7% | -9.7% | 0.0% |
| 30D | +7.9% | +102.5% | -94.6% | +6.8% |
| 3M | +13.6% | +100.7% | -87.0% | +12.4% |
| 6M | +1.1% | +106.3% | -105.2% | -0.2% |
| YTD | +29.3% | +222.0% | -192.7% | +26.7% |
| 1Y | +21.2% | +299.5% | -278.3% | +18.3% |
| 3Y | +75.9% | +42.9% | +33.0% | +69.3% |
| All | +25.5% | -64.9% | +90.4% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling