+267.1%
IOVA vs RCAT
-1.5%
+268.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.3% |
| 7D | +5.1% | +5.4% | -0.3% | +4.7% |
| 30D | +37.2% | -5.6% | +42.8% | +37.5% |
| 3M | +117.5% | -30.2% | +147.7% | +120.4% |
| 6M | +69.6% | -43.4% | +113.0% | +72.4% |
| YTD | +218.7% | +9.6% | +209.0% | +211.4% |
| All | +267.1% | -1.5% | +268.6% | +254.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling