+228.0%
VNQ vs IOVA
-91.7%
+319.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.4% | +5.1% | -5.5% | -0.5% |
| 30D | -2.5% | +37.2% | -39.8% | -3.0% |
| 3M | +1.4% | +117.5% | -116.1% | 0.0% |
| 6M | +4.6% | +69.6% | -65.0% | +3.4% |
| YTD | +10.5% | +218.7% | -208.1% | +8.2% |
| 1Y | +8.4% | +265.5% | -257.2% | +5.7% |
| 3Y | +32.4% | +46.2% | -13.8% | +29.3% |
| 5Y | +5.5% | -63.2% | +68.7% | +3.6% |
| 10Y | +59.1% | +6.1% | +53.0% | +55.1% |
| All | +228.0% | -91.7% | +319.7% | +218.0% |
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