+16.7%
IOVA vs RL
+397.7%
-380.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | -0.9% |
| 7D | +1.9% | +0.2% | +1.6% | +1.8% |
| 30D | -44.1% | +7.3% | -51.5% | -46.1% |
| 3M | +28.9% | +1.0% | +27.8% | +27.1% |
| 6M | +125.7% | +11.8% | +113.9% | +113.0% |
| YTD | +199.3% | +13.6% | +185.7% | +179.3% |
| 1Y | +255.2% | +24.0% | +231.2% | +218.7% |
| 3Y | +106.8% | +256.6% | -149.7% | +20.5% |
| 5Y | -67.1% | +240.2% | -307.3% | -80.9% |
| 10Y | +16.7% | +373.0% | -356.2% | -41.3% |
| All | +16.7% | +397.7% | -380.9% | -41.3% |
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