+378.0%
IOVA vs RJF
+7.8%
+370.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.7% |
| 7D | -41.3% | +7.2% | -48.4% | -41.4% |
| 30D | -38.5% | +4.9% | -43.4% | -38.4% |
| 3M | +99.5% | -5.5% | +105.1% | +104.7% |
| 6M | +126.0% | +8.0% | +118.0% | +116.1% |
| YTD | +218.7% | +6.2% | +212.5% | +193.7% |
| 1Y | +378.0% | +7.8% | +370.2% | +334.7% |
| All | +378.0% | +7.8% | +370.2% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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