+200.4%
IOVA vs RJF
+3.4%
+197.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | -47.4% | +6.7% | -54.1% | -47.4% |
| 3M | +13.2% | -7.3% | +20.6% | +17.1% |
| 6M | +114.3% | +9.8% | +104.6% | +102.0% |
| YTD | +179.5% | +5.6% | +173.8% | +159.4% |
| 1Y | +200.4% | +2.3% | +198.1% | +186.9% |
| All | +200.4% | +3.4% | +197.0% | +186.9% |
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