+244.7%
IOVA vs REPL
+163.1%
+81.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +1.5% |
| 7D | +1.9% | +14.2% | -12.3% | +1.6% |
| 30D | -44.1% | +65.9% | -110.0% | -44.9% |
| 3M | +28.9% | +84.6% | -55.7% | +26.5% |
| 6M | +125.7% | +446.9% | -321.2% | +101.3% |
| YTD | +199.3% | +129.0% | +70.3% | +236.7% |
| All | +244.7% | +163.1% | +81.6% | +241.2% |
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