+485.4%
IJR vs IOVA
-91.7%
+577.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +0.9% | +5.1% | -4.1% | +0.8% |
| 30D | -3.1% | +37.2% | -40.4% | -3.9% |
| 3M | +4.4% | +117.5% | -113.1% | +2.1% |
| 6M | +16.1% | +69.6% | -53.5% | +14.0% |
| YTD | +20.6% | +218.7% | -198.1% | +16.3% |
| 1Y | +22.9% | +265.5% | -242.7% | +17.8% |
| 3Y | +55.2% | +46.2% | +9.0% | +49.3% |
| 5Y | +41.1% | -63.2% | +104.3% | +37.4% |
| 10Y | +167.0% | +6.1% | +160.9% | +154.7% |
| All | +485.4% | -91.7% | +577.1% | +442.4% |
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 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