+110.4%
XLRE vs IOVA
+28.9%
+81.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +5.1% | -5.4% | -0.6% |
| 30D | -2.4% | +37.2% | -39.6% | -4.2% |
| 3M | +0.6% | +117.5% | -116.9% | -4.5% |
| 6M | +3.9% | +69.6% | -65.6% | -0.4% |
| YTD | +10.5% | +218.7% | -208.2% | +1.5% |
| 1Y | +8.4% | +265.5% | -257.2% | -1.8% |
| 3Y | +32.8% | +46.2% | -13.4% | +19.7% |
| 5Y | +7.0% | -63.2% | +70.3% | +0.3% |
| 10Y | +83.8% | +6.1% | +77.7% | +62.0% |
| All | +110.4% | +28.9% | +81.5% | +83.5% |
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