+378.0%
IOVA vs RL
+34.3%
+343.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -5.9% | -3.3% |
| 7D | -41.3% | +5.8% | -47.0% | -43.0% |
| 30D | -38.5% | +12.7% | -51.2% | -42.2% |
| 3M | +99.5% | +9.3% | +90.2% | +91.0% |
| 6M | +126.0% | +16.9% | +109.1% | +111.9% |
| YTD | +218.7% | +17.5% | +201.2% | +197.3% |
| 1Y | +378.0% | +34.6% | +343.4% | +320.1% |
| All | +378.0% | +34.3% | +343.7% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling