+30.2%
XLRE vs IOVA
+36.1%
-6.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | -2.7% | -6.4% | +3.7% | -2.4% |
| 30D | -2.3% | +25.4% | -27.8% | -3.4% |
| 3M | -3.5% | +115.3% | -118.8% | -7.5% |
| 6M | +1.9% | +56.5% | -54.7% | -1.3% |
| YTD | +8.3% | +198.2% | -189.8% | +1.1% |
| 1Y | +6.4% | +242.0% | -235.6% | -2.0% |
| All | +30.2% | +36.1% | -6.0% | +11.2% |
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