+129.7%
VTR vs IOVA
+43.8%
+85.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.1% | -0.7% |
| 7D | -0.3% | -2.2% | +1.9% | -0.3% |
| 30D | +1.1% | +27.6% | -26.5% | +0.3% |
| 3M | +7.9% | +117.2% | -109.3% | +5.0% |
| 6M | +6.2% | +77.7% | -71.5% | +3.7% |
| YTD | +17.7% | +215.0% | -197.3% | +12.5% |
| 1Y | +32.9% | +255.4% | -222.5% | +26.0% |
| 3Y | +129.7% | +42.6% | +87.1% | +102.2% |
| All | +129.7% | +43.8% | +85.9% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling