-1.5%
IOVA vs RJF
+429.5%
-430.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | -6.4% | -4.2% | -2.3% | -4.4% |
| 30D | +25.4% | -3.6% | +29.0% | +27.2% |
| 3M | +115.3% | +15.6% | +99.7% | +97.8% |
| 6M | +56.5% | +17.6% | +38.9% | +42.9% |
| YTD | +198.2% | +9.2% | +189.0% | +180.5% |
| 1Y | +242.0% | +5.5% | +236.5% | +227.7% |
| 3Y | +36.8% | +70.3% | -33.5% | +2.2% |
| 5Y | -64.3% | +106.0% | -170.3% | -76.2% |
| All | -1.5% | +429.5% | -430.9% | -64.0% |
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