+6.1%
IOVA vs RL
+304.3%
-298.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +5.1% | +1.9% | +3.2% | +4.2% |
| 30D | +37.2% | -12.2% | +49.4% | +44.8% |
| 3M | +117.5% | -6.6% | +124.1% | +124.0% |
| 6M | +69.6% | +3.2% | +66.4% | +67.3% |
| YTD | +218.7% | -1.3% | +220.0% | +218.0% |
| 1Y | +265.5% | +13.6% | +252.0% | +243.0% |
| 3Y | +46.2% | +210.9% | -164.7% | -9.6% |
| 5Y | -63.2% | +246.9% | -310.1% | -78.4% |
| 10Y | +6.1% | +310.1% | -304.0% | -44.7% |
| All | +6.1% | +304.3% | -298.2% | -44.7% |
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