+299.5%
IOVA vs REPL
+161.1%
+138.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.1% |
| 7D | +9.7% | -3.0% | +12.7% | +9.8% |
| 30D | +102.5% | +27.1% | +75.4% | +100.5% |
| 3M | +100.7% | +52.4% | +48.3% | +98.9% |
| 6M | +106.3% | +107.4% | -1.1% | +84.4% |
| YTD | +222.0% | +54.7% | +167.2% | +195.1% |
| 1Y | +299.5% | +158.9% | +140.7% | +241.1% |
| All | +299.5% | +161.1% | +138.4% | +241.1% |
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