+92.6%
IOVA vs REPL
+97.7%
-5.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -3.5% | +1.2% | -4.7% | -3.6% |
| 30D | -45.4% | +92.2% | -137.6% | -47.3% |
| 3M | +19.0% | +44.1% | -25.1% | +16.4% |
| 6M | +112.0% | +313.0% | -201.0% | +88.1% |
| YTD | +184.2% | +125.2% | +59.0% | +150.6% |
| 1Y | +222.0% | +143.8% | +78.2% | +182.3% |
| 3Y | +92.6% | +104.2% | -11.6% | +33.4% |
| All | +92.6% | +97.7% | -5.2% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling