+6.4%
IOVA vs RL
+347.1%
-340.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | -7.0% | -4.4% | -2.6% | -5.1% |
| 30D | -44.4% | +5.6% | -50.0% | -46.1% |
| 3M | +24.7% | -0.6% | +25.3% | +23.9% |
| 6M | +118.6% | +15.5% | +103.2% | +103.8% |
| YTD | +196.3% | +12.3% | +184.0% | +178.0% |
| 1Y | +205.3% | +19.3% | +186.0% | +178.6% |
| 3Y | +103.8% | +255.5% | -151.8% | +19.2% |
| 5Y | -65.6% | +247.1% | -312.6% | -80.1% |
| 10Y | +6.4% | +346.0% | -339.6% | -46.6% |
| All | +6.4% | +347.1% | -340.7% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling