+83.4%
IYR vs IOVA
-0.9%
+84.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.3% |
| 7D | -0.1% | -1.4% | +1.3% | 0.0% |
| 30D | +5.7% | -47.4% | +53.1% | +8.7% |
| 3M | -0.6% | +13.2% | -13.8% | -2.7% |
| 6M | +0.5% | +114.3% | -113.8% | -6.1% |
| YTD | +10.4% | +179.5% | -169.1% | +0.4% |
| 1Y | +9.2% | +200.4% | -191.2% | -1.4% |
| 3Y | +40.5% | +92.2% | -51.7% | +22.4% |
| 5Y | +5.9% | -63.8% | +69.7% | -2.1% |
| All | +83.4% | -0.9% | +84.3% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling