-48.8%
IOVA vs REPL
+37.4%
-86.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.8% |
| 7D | -1.4% | +9.8% | -11.2% | -2.5% |
| 30D | -47.4% | +81.5% | -128.9% | -51.3% |
| 3M | +13.2% | +44.2% | -31.0% | +7.3% |
| 6M | +114.3% | +437.4% | -323.1% | +51.5% |
| YTD | +179.5% | +126.1% | +53.4% | +106.3% |
| 1Y | +200.4% | +143.1% | +57.3% | +119.1% |
| 3Y | +92.2% | +97.8% | -5.6% | -7.2% |
| 5Y | -63.8% | -34.3% | -29.5% | -77.9% |
| All | -48.8% | +37.4% | -86.2% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling