-41.6%
IOVA vs REPL
-7.7%
-33.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +5.1% | -5.7% | +10.8% | +5.8% |
| 30D | +37.2% | +22.5% | +14.8% | +33.5% |
| 3M | +117.5% | +64.7% | +52.8% | +92.2% |
| 6M | +69.6% | +83.0% | -13.4% | +28.5% |
| YTD | +218.7% | +52.0% | +166.7% | +148.3% |
| 1Y | +265.5% | +144.5% | +121.0% | +145.5% |
| 3Y | +46.2% | -25.1% | +71.3% | -12.9% |
| 5Y | -63.2% | -52.9% | -10.4% | -76.7% |
| All | -41.6% | -7.7% | -33.9% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling