+89.3%
IOVA vs RL
+254.6%
-165.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.2% |
| 7D | -1.4% | +2.4% | -3.8% | -2.9% |
| 30D | -47.4% | +4.6% | -51.9% | -49.3% |
| 3M | +13.2% | -1.1% | +14.3% | +12.6% |
| 6M | +114.3% | +16.5% | +97.8% | +91.5% |
| YTD | +179.5% | +11.4% | +168.1% | +154.2% |
| 1Y | +200.4% | +16.1% | +184.3% | +164.4% |
| All | +89.3% | +254.6% | -165.3% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling