+248.1%
IOVA vs REPL
+152.6%
+95.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.0% | -4.1% | +3.7% |
| 7D | -5.2% | +22.8% | -28.0% | -5.6% |
| 30D | -37.8% | +63.8% | -101.6% | -38.6% |
| 3M | +29.5% | +68.1% | -38.6% | +27.4% |
| 6M | +96.6% | +528.5% | -431.9% | +69.3% |
| YTD | +194.5% | +122.4% | +72.1% | +230.3% |
| 1Y | +248.1% | +154.4% | +93.7% | +233.8% |
| All | +248.1% | +152.6% | +95.5% | +233.8% |
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