+61.8%
VNQ vs IOVA
+9.7%
+52.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -4.9% | +0.4% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | -2.6% | +27.6% | -30.2% | -4.1% |
| 3M | -2.0% | +117.2% | -119.2% | -7.4% |
| 6M | +4.3% | +77.7% | -73.4% | -0.7% |
| YTD | +9.2% | +215.0% | -205.8% | -0.4% |
| 1Y | +5.6% | +255.4% | -249.8% | -5.1% |
| 3Y | +30.8% | +42.6% | -11.8% | +16.9% |
| 5Y | +8.0% | -62.2% | +70.2% | +0.5% |
| All | +61.8% | +9.7% | +52.1% | +43.1% |
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 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