+1.1%
IOVA vs RJF
+323.5%
-322.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -1.4% | +1.5% | -2.9% | -2.2% |
| 30D | -47.4% | +6.7% | -54.1% | -49.4% |
| 3M | +13.2% | -7.3% | +20.6% | +15.7% |
| 6M | +114.3% | +9.8% | +104.6% | +99.8% |
| YTD | +179.5% | +5.6% | +173.8% | +164.5% |
| 1Y | +200.4% | +2.3% | +198.1% | +189.3% |
| 3Y | +92.2% | +73.6% | +18.6% | +41.5% |
| 5Y | -63.8% | +79.9% | -143.7% | -74.4% |
| All | +1.1% | +323.5% | -322.5% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling