+244.7%
IOVA vs RBA
-4.2%
+248.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | +1.9% | +2.5% | -0.6% | +1.7% |
| 30D | -44.1% | +11.6% | -55.7% | -44.6% |
| 3M | +28.9% | +1.5% | +27.4% | +30.0% |
| 6M | +125.7% | -6.6% | +132.3% | +127.7% |
| YTD | +199.3% | -6.3% | +205.5% | +206.7% |
| All | +244.7% | -4.2% | +248.9% | +253.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling