-92.7%
IOVA vs RBA
+516.1%
-608.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.3% |
| 7D | -5.2% | +4.3% | -9.5% | -6.6% |
| 30D | -37.8% | +16.3% | -54.1% | -41.6% |
| 3M | +29.5% | +1.3% | +28.2% | +27.2% |
| 6M | +96.6% | -11.1% | +107.6% | +100.3% |
| YTD | +194.5% | -8.5% | +203.0% | +196.3% |
| 1Y | +248.1% | -2.1% | +250.2% | +241.8% |
| 3Y | +86.1% | +44.6% | +41.6% | +56.1% |
| 5Y | -67.8% | +36.8% | -104.7% | -73.1% |
| 10Y | +38.6% | +227.3% | -188.7% | -17.6% |
| All | -92.7% | +516.1% | -608.8% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling