-63.8%
IOVA vs RJF
+107.4%
-171.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +5.1% | +1.8% | +3.3% | +4.0% |
| 30D | +37.2% | 0.0% | +37.2% | +36.4% |
| 3M | +117.5% | +18.0% | +99.5% | +94.2% |
| 6M | +69.6% | +17.0% | +52.6% | +52.6% |
| YTD | +218.7% | +11.1% | +207.6% | +192.4% |
| 1Y | +265.5% | +8.0% | +257.6% | +241.6% |
| 3Y | +46.2% | +73.3% | -27.1% | +0.2% |
| All | -63.8% | +107.4% | -171.2% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling