+256.4%
IOVA vs IRE
-97.5%
+353.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.1% | -12.0% | -1.0% |
| 7D | -7.0% | -15.1% | +8.1% | -6.6% |
| 30D | -44.4% | -71.4% | +26.9% | -40.0% |
| 3M | +24.7% | -81.2% | +105.8% | +36.6% |
| 6M | +118.6% | -93.7% | +212.4% | +146.2% |
| YTD | +196.3% | -92.2% | +288.6% | +225.1% |
| 1Y | +205.3% | -97.3% | +302.5% | +224.9% |
| All | +256.4% | -97.5% | +353.8% | +284.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling