+244.7%
IOVA vs RL
+22.3%
+222.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | -1.1% |
| 7D | +1.9% | +0.2% | +1.6% | +2.0% |
| 30D | -44.1% | +7.3% | -51.5% | -46.3% |
| 3M | +28.9% | +1.0% | +27.8% | +27.6% |
| 6M | +125.7% | +11.8% | +113.9% | +113.7% |
| YTD | +199.3% | +13.6% | +185.7% | +180.6% |
| All | +244.7% | +22.3% | +222.4% | +211.0% |
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