-67.9%
IOVA vs RACE
+65.0%
-132.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.7% |
| 7D | -5.2% | +5.1% | -10.3% | -7.8% |
| 30D | -37.8% | +7.7% | -45.5% | -40.6% |
| 3M | +29.5% | +2.2% | +27.3% | +27.3% |
| 6M | +96.6% | +23.8% | +72.8% | +71.4% |
| YTD | +194.5% | +13.9% | +180.6% | +166.0% |
| 1Y | +248.1% | +3.8% | +244.3% | +233.4% |
| 3Y | +86.1% | +28.0% | +58.1% | +45.4% |
| All | -67.9% | +65.0% | -132.9% | -80.9% |
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