+241.9%
IOVA vs IRE
-98.1%
+340.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.4% | +16.1% | +3.0% |
| 7D | -3.5% | -31.8% | +28.4% | -0.5% |
| 30D | -45.4% | -71.8% | +26.4% | -40.4% |
| 3M | +19.0% | -88.9% | +107.9% | +35.4% |
| 6M | +112.0% | -95.4% | +207.4% | +144.9% |
| YTD | +184.2% | -94.2% | +278.5% | +219.9% |
| 1Y | +222.0% | -97.1% | +319.1% | +261.7% |
| All | +241.9% | -98.1% | +340.0% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling