+190.4%
VTR vs IOVA
-91.6%
+282.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | -1.7% | +9.7% | -11.4% | -1.8% |
| 30D | -2.4% | +102.5% | -105.0% | -3.4% |
| 3M | +14.8% | +100.7% | -85.9% | +13.6% |
| 6M | +5.3% | +106.3% | -101.0% | +4.0% |
| YTD | +18.1% | +222.0% | -203.9% | +15.8% |
| 1Y | +36.7% | +299.5% | -262.8% | +33.5% |
| 3Y | +130.1% | +42.9% | +87.2% | +125.1% |
| 5Y | +89.5% | -65.0% | +154.5% | +86.6% |
| 10Y | +87.4% | +10.3% | +77.1% | +83.5% |
| All | +190.4% | -91.6% | +282.1% | +183.5% |
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