+190.2%
VTR vs IOVA
-92.7%
+282.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.8% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | +6.9% | -47.4% | +54.3% | +7.6% |
| 3M | +1.3% | +13.2% | -11.9% | +0.9% |
| 6M | +2.5% | +114.3% | -111.9% | +1.0% |
| YTD | +18.0% | +179.5% | -161.5% | +15.6% |
| 1Y | +19.5% | +200.4% | -180.9% | +16.9% |
| 3Y | +130.2% | +92.2% | +38.0% | +124.1% |
| 5Y | +93.8% | -63.8% | +157.6% | +90.5% |
| 10Y | +131.5% | +0.4% | +131.1% | +126.5% |
| All | +190.2% | -92.7% | +282.9% | +183.0% |
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