-92.6%
IOVA vs RJF
+1,029.2%
-1,121.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -7.0% | -0.9% | -6.1% | -6.5% |
| 30D | -44.4% | +5.3% | -49.8% | -46.2% |
| 3M | +24.7% | -6.8% | +31.5% | +27.0% |
| 6M | +118.6% | +11.4% | +107.2% | +102.8% |
| YTD | +196.3% | +5.5% | +190.8% | +181.4% |
| 1Y | +205.3% | +3.7% | +201.6% | +192.5% |
| 3Y | +103.8% | +73.4% | +30.4% | +52.0% |
| 5Y | -65.6% | +78.3% | -143.9% | -75.3% |
| 10Y | +6.4% | +328.4% | -322.0% | -51.9% |
| All | -92.6% | +1,029.2% | -1,121.8% | -97.4% |
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