-92.0%
IOVA vs RJF
+1,100.5%
-1,192.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +9.7% | -0.6% | +10.3% | +10.0% |
| 30D | +102.5% | -1.3% | +103.8% | +102.5% |
| 3M | +100.7% | +18.9% | +81.8% | +82.7% |
| 6M | +106.3% | +15.0% | +91.3% | +91.1% |
| YTD | +222.0% | +12.2% | +209.8% | +200.0% |
| 1Y | +299.5% | +5.6% | +293.9% | +282.9% |
| 3Y | +42.9% | +74.9% | -31.9% | +7.2% |
| 5Y | -65.0% | +106.6% | -171.6% | -76.2% |
| 10Y | +10.3% | +433.1% | -422.8% | -54.4% |
| All | -92.0% | +1,100.5% | -1,192.5% | -97.3% |
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