+299.5%
IOVA vs RJF
+7.8%
+291.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +9.7% | -0.6% | +10.3% | +9.9% |
| 30D | +102.5% | -1.3% | +103.8% | +103.0% |
| 3M | +100.7% | +18.9% | +81.8% | +83.4% |
| 6M | +106.3% | +15.0% | +91.3% | +90.7% |
| YTD | +222.0% | +12.2% | +209.8% | +195.0% |
| 1Y | +299.5% | +5.6% | +293.9% | +257.3% |
| All | +299.5% | +7.8% | +291.7% | +257.3% |
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