+112.0%
IOVA vs RJF
+11.4%
+100.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +2.2% |
| 7D | -3.5% | +3.6% | -7.1% | -1.2% |
| 30D | -45.4% | +7.2% | -52.6% | -41.5% |
| 3M | +19.0% | -6.5% | +25.5% | +21.6% |
| 6M | +112.0% | +10.3% | +101.7% | +112.1% |
| All | +112.0% | +11.4% | +100.6% | +112.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling