-63.3%
IOVA vs RCAT
+183.7%
-247.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +9.7% | -1.4% | +11.2% | +9.9% |
| 30D | +102.5% | -3.3% | +105.9% | +102.8% |
| 3M | +100.7% | -43.2% | +143.9% | +110.2% |
| 6M | +106.3% | -43.2% | +149.5% | +112.4% |
| YTD | +222.0% | +5.5% | +216.4% | +206.4% |
| 1Y | +299.5% | -1.6% | +301.2% | +274.7% |
| 3Y | +42.9% | +773.7% | -730.8% | -1.6% |
| All | -63.3% | +183.7% | -247.1% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling