+220.5%
VZ vs IOVA
-92.3%
+312.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -0.9% |
| 7D | +2.1% | -5.2% | +7.3% | +2.2% |
| 30D | +1.4% | -37.8% | +39.1% | +1.5% |
| 3M | -1.3% | +29.5% | -30.7% | -1.5% |
| 6M | -0.5% | +96.6% | -97.1% | -1.0% |
| YTD | +19.6% | +194.5% | -174.9% | +18.8% |
| 1Y | +22.4% | +248.1% | -225.7% | +21.4% |
| 3Y | +55.9% | +86.1% | -30.2% | +54.3% |
| 5Y | +20.4% | -67.8% | +88.2% | +19.6% |
| 10Y | +66.9% | +38.6% | +28.3% | +65.0% |
| All | +220.5% | -92.3% | +312.8% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling