+223.5%
VZ vs IOVA
-92.6%
+316.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.0% | +10.9% | -0.1% |
| 7D | +5.6% | -19.0% | +24.7% | +5.7% |
| 30D | +1.9% | -40.3% | +42.1% | +2.0% |
| 3M | +0.8% | +78.3% | -77.6% | +0.4% |
| 6M | +0.6% | +94.5% | -93.9% | +0.1% |
| YTD | +20.8% | +183.5% | -162.7% | +19.9% |
| 1Y | +23.9% | +327.6% | -303.7% | +22.8% |
| 3Y | +55.7% | +83.8% | -28.2% | +54.1% |
| 5Y | +21.5% | -69.0% | +90.6% | +20.7% |
| 10Y | +68.5% | +33.4% | +35.0% | +66.5% |
| All | +223.5% | -92.6% | +316.1% | +218.6% |
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