+30.7%
IOVA vs RBA
+224.6%
-193.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.4% |
| 7D | -5.2% | +4.3% | -9.5% | -6.8% |
| 30D | -37.8% | +16.3% | -54.1% | -42.1% |
| 3M | +29.5% | +1.3% | +28.2% | +27.0% |
| 6M | +96.6% | -11.1% | +107.6% | +100.9% |
| YTD | +194.5% | -8.5% | +203.0% | +196.3% |
| 1Y | +248.1% | -2.1% | +250.2% | +240.3% |
| 3Y | +86.1% | +44.6% | +41.6% | +50.5% |
| 5Y | -67.8% | +36.8% | -104.7% | -74.2% |
| All | +30.7% | +224.6% | -193.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling