+187.8%
VTR vs IOVA
-92.6%
+280.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | +0.2% | -3.5% | +3.7% | +0.2% |
| 30D | +5.5% | -45.4% | +50.9% | +6.1% |
| 3M | -0.9% | +19.0% | -19.9% | -1.4% |
| 6M | -0.4% | +112.0% | -112.4% | -1.9% |
| YTD | +17.0% | +184.2% | -167.2% | +14.7% |
| 1Y | +18.0% | +222.0% | -204.0% | +15.3% |
| 3Y | +127.4% | +92.6% | +34.8% | +121.3% |
| 5Y | +92.3% | -63.2% | +155.4% | +88.9% |
| 10Y | +129.6% | +2.1% | +127.5% | +124.6% |
| All | +187.8% | -92.6% | +280.4% | +180.6% |
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