+39.8%
IJR vs IOVA
-62.2%
+102.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.1% | +0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | -4.6% | +27.6% | -32.2% | -6.6% |
| 3M | +0.2% | +117.2% | -116.9% | -6.8% |
| 6M | +14.7% | +77.7% | -63.0% | +7.7% |
| YTD | +18.9% | +215.0% | -196.2% | +5.4% |
| 1Y | +19.9% | +255.4% | -235.4% | +4.3% |
| 3Y | +53.0% | +42.6% | +10.4% | +33.0% |
| All | +39.8% | -62.2% | +102.0% | +29.4% |
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 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