+16.7%
IOVA vs RBA
+236.6%
-219.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.7% |
| 7D | +1.9% | +2.5% | -0.6% | +0.9% |
| 30D | -44.1% | +11.6% | -55.7% | -47.1% |
| 3M | +28.9% | +1.5% | +27.4% | +26.4% |
| 6M | +125.7% | -6.6% | +132.3% | +125.9% |
| YTD | +199.3% | -6.3% | +205.5% | +198.5% |
| 1Y | +255.2% | -4.0% | +259.2% | +250.7% |
| 3Y | +106.8% | +47.3% | +59.6% | +66.5% |
| 5Y | -67.1% | +47.7% | -114.7% | -74.3% |
| 10Y | +16.7% | +224.7% | -208.0% | -43.6% |
| All | +16.7% | +236.6% | -219.8% | -43.6% |
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