+214.8%
IYR vs IOVA
-92.3%
+307.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | -7.0% | +5.8% | -1.1% |
| 30D | +6.1% | -44.4% | +50.5% | +6.7% |
| 3M | +0.9% | +24.7% | -23.7% | +0.3% |
| 6M | +1.2% | +118.6% | -117.5% | -0.4% |
| YTD | +11.1% | +196.3% | -185.2% | +8.7% |
| 1Y | +9.0% | +205.3% | -196.3% | +6.5% |
| 3Y | +41.4% | +103.8% | -62.4% | +37.6% |
| 5Y | +6.7% | -65.6% | +72.2% | +4.7% |
| 10Y | +87.7% | +6.4% | +81.2% | +83.1% |
| All | +214.8% | -92.3% | +307.1% | +206.7% |
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