+39.8%
IOVA vs RJF
+71.0%
-31.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +31.7% | -2.0% | +33.7% | +32.6% |
| 3M | +117.3% | +16.3% | +100.9% | +93.2% |
| 6M | +55.8% | +16.9% | +38.9% | +38.4% |
| YTD | +208.8% | +10.4% | +198.4% | +180.5% |
| 1Y | +255.7% | +7.4% | +248.3% | +229.5% |
| All | +39.8% | +71.0% | -31.2% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling