+97.3%
VTR vs IOVA
+3.8%
+93.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | -1.8% | -6.4% | +4.6% | -1.5% |
| 30D | +4.0% | +25.4% | -21.4% | +2.6% |
| 3M | +7.8% | +115.3% | -107.5% | +2.4% |
| 6M | +6.4% | +56.5% | -50.2% | +2.3% |
| YTD | +18.3% | +198.2% | -179.9% | +8.9% |
| 1Y | +33.9% | +242.0% | -208.1% | +21.5% |
| 3Y | +134.3% | +36.8% | +97.5% | +110.5% |
| 5Y | +90.3% | -64.3% | +154.5% | +78.9% |
| All | +97.3% | +3.8% | +93.5% | +81.3% |
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