+4.8%
IYR vs IOVA
-63.5%
+68.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | +1.5% | +117.5% | -116.0% | -3.4% |
| 6M | +3.9% | +69.6% | -65.7% | -0.3% |
| YTD | +9.5% | +218.7% | -209.1% | +0.9% |
| 1Y | +7.5% | +265.5% | -258.1% | -2.3% |
| 3Y | +30.8% | +46.2% | -15.4% | +17.6% |
| 5Y | +4.8% | -63.2% | +68.0% | -3.1% |
| All | +4.8% | -63.5% | +68.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling