+66.9%
IYR vs IOVA
+9.7%
+57.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | -2.7% | +27.6% | -30.3% | -4.2% |
| 3M | -2.1% | +117.2% | -119.3% | -7.3% |
| 6M | +3.6% | +77.7% | -74.1% | -1.3% |
| YTD | +8.1% | +215.0% | -206.9% | -1.1% |
| 1Y | +4.7% | +255.4% | -250.7% | -5.5% |
| 3Y | +29.1% | +42.6% | -13.5% | +15.8% |
| 5Y | +6.9% | -62.2% | +69.2% | -0.3% |
| All | +66.9% | +9.7% | +57.2% | +48.6% |
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