-65.5%
IOVA vs RACE
+69.7%
-135.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -8.5% | +0.2% | -8.7% | -8.6% |
| 30D | -44.7% | +6.6% | -51.4% | -46.9% |
| 3M | +26.2% | +2.2% | +24.0% | +24.2% |
| 6M | +123.2% | +22.4% | +100.8% | +96.1% |
| YTD | +196.0% | +13.8% | +182.2% | +167.5% |
| 1Y | +240.9% | +2.2% | +238.7% | +229.9% |
| 3Y | +103.5% | +25.6% | +77.9% | +61.4% |
| 5Y | -65.5% | +71.0% | -136.5% | -79.8% |
| All | -65.5% | +69.7% | -135.1% | -79.8% |
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