-92.7%
IOVA vs RCAT
-99.8%
+7.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +18.6% | -14.8% | +3.6% |
| 7D | -5.2% | -12.7% | +7.6% | -5.0% |
| 30D | -37.8% | -34.3% | -3.5% | -37.5% |
| 3M | +29.5% | -53.4% | +82.9% | +30.6% |
| 6M | +96.6% | -62.0% | +158.5% | +98.6% |
| YTD | +194.5% | -49.1% | +243.6% | +195.5% |
| 1Y | +248.1% | -53.1% | +301.2% | +249.4% |
| 3Y | +86.1% | +318.7% | -232.5% | +79.9% |
| 5Y | -67.8% | +48.5% | -116.4% | -68.7% |
| 10Y | +38.6% | -99.6% | +138.2% | +21.8% |
| All | -92.7% | -99.8% | +7.1% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling