+2.8%
IOVA vs RCAT
-99.8%
+102.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.8% |
| 7D | -3.5% | -5.9% | +2.5% | -3.3% |
| 30D | -45.4% | -19.7% | -25.7% | -45.1% |
| 3M | +19.0% | -62.9% | +81.9% | +21.8% |
| 6M | +112.0% | -59.6% | +171.6% | +116.0% |
| YTD | +184.2% | -52.1% | +236.3% | +186.5% |
| 1Y | +222.0% | -50.9% | +272.9% | +224.1% |
| 3Y | +92.6% | +333.8% | -241.2% | +80.0% |
| 5Y | -63.2% | +40.7% | -103.9% | -65.2% |
| All | +2.8% | -99.8% | +102.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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