+30.8%
IYR vs IOVA
+45.5%
-14.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.4% | +5.1% | -5.5% | -0.6% |
| 30D | -2.5% | +37.2% | -39.7% | -4.0% |
| 3M | +1.5% | +117.5% | -116.0% | -2.9% |
| 6M | +3.9% | +69.6% | -65.7% | +0.2% |
| YTD | +9.5% | +218.7% | -209.1% | +1.7% |
| 1Y | +7.5% | +265.5% | -258.1% | -1.5% |
| All | +30.8% | +45.5% | -14.7% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling