-92.9%
IOVA vs RJF
+1,039.4%
-1,132.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -3.5% | +3.6% | -7.1% | -5.1% |
| 30D | -45.4% | +7.2% | -52.6% | -47.6% |
| 3M | +19.0% | -6.5% | +25.5% | +21.0% |
| 6M | +112.0% | +10.3% | +101.7% | +97.7% |
| YTD | +184.2% | +6.5% | +177.7% | +168.7% |
| 1Y | +222.0% | +6.1% | +215.9% | +205.0% |
| 3Y | +92.6% | +74.9% | +17.7% | +43.1% |
| 5Y | -63.2% | +81.3% | -144.5% | -73.7% |
| 10Y | +2.1% | +332.3% | -330.2% | -54.1% |
| All | -92.9% | +1,039.4% | -1,132.3% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling