+210.6%
IYR vs IOVA
-91.6%
+302.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.7% |
| 7D | -1.2% | +9.7% | -11.0% | -1.4% |
| 30D | -2.9% | +102.5% | -105.4% | -3.9% |
| 3M | +0.8% | +100.7% | -99.8% | -0.3% |
| 6M | +1.9% | +106.3% | -104.5% | +0.5% |
| YTD | +9.6% | +222.0% | -212.4% | +7.4% |
| 1Y | +8.1% | +299.5% | -291.5% | +5.5% |
| 3Y | +29.2% | +42.9% | -13.7% | +26.4% |
| 5Y | +4.3% | -65.0% | +69.3% | +2.6% |
| 10Y | +64.7% | +10.3% | +54.4% | +60.9% |
| All | +210.6% | -91.6% | +302.2% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling