+265.5%
IOVA vs RL
+11.4%
+254.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +5.1% | +1.9% | +3.2% | +4.0% |
| 30D | +37.2% | -12.2% | +49.4% | +47.3% |
| 3M | +117.5% | -6.6% | +124.1% | +126.3% |
| 6M | +69.6% | +3.2% | +66.4% | +71.3% |
| YTD | +218.7% | -1.3% | +220.0% | +220.2% |
| 1Y | +265.5% | +13.6% | +252.0% | +230.5% |
| All | +265.5% | +11.4% | +254.1% | +230.5% |
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