+246.3%
VZ vs IOVA
-91.6%
+337.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | +13.6% | +100.7% | -87.0% | +13.2% |
| 6M | +1.1% | +106.3% | -105.2% | +0.7% |
| YTD | +29.3% | +222.0% | -192.7% | +28.4% |
| 1Y | +21.2% | +299.5% | -278.3% | +20.3% |
| 3Y | +75.9% | +42.9% | +33.0% | +74.4% |
| 5Y | +24.1% | -65.0% | +89.1% | +23.3% |
| 10Y | +62.4% | +10.3% | +52.1% | +60.7% |
| All | +246.3% | -91.6% | +337.9% | +241.3% |
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