-63.3%
IOVA vs RACE
+93.6%
-156.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.1% |
| 7D | +9.7% | -2.5% | +12.3% | +11.3% |
| 30D | +102.5% | +0.8% | +101.8% | +101.7% |
| 3M | +100.7% | +17.2% | +83.5% | +81.7% |
| 6M | +106.3% | +13.6% | +92.8% | +89.0% |
| YTD | +222.0% | +12.2% | +209.8% | +194.5% |
| 1Y | +299.5% | -16.3% | +315.8% | +336.5% |
| 3Y | +42.9% | +36.4% | +6.5% | +6.5% |
| All | -63.3% | +93.6% | -156.9% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling