+378.0%
IOVA vs REPL
+125.1%
+252.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -41.3% | +28.8% | -70.1% | -41.6% |
| 30D | -38.5% | +57.3% | -95.9% | -39.3% |
| 3M | +99.5% | +73.6% | +26.0% | +96.4% |
| 6M | +126.0% | +582.8% | -456.9% | +90.5% |
| YTD | +218.7% | +112.9% | +105.8% | +254.1% |
| 1Y | +378.0% | +130.7% | +247.4% | +410.6% |
| All | +378.0% | +125.1% | +252.9% | +410.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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