-63.3%
IOVA vs RL
+238.1%
-301.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -0.2% |
| 7D | +9.7% | -0.8% | +10.5% | +10.1% |
| 30D | +102.5% | -7.8% | +110.3% | +113.3% |
| 3M | +100.7% | -4.0% | +104.7% | +105.1% |
| 6M | +106.3% | -1.9% | +108.2% | +106.9% |
| YTD | +222.0% | -0.2% | +222.1% | +217.0% |
| 1Y | +299.5% | +10.7% | +288.9% | +266.3% |
| 3Y | +42.9% | +210.8% | -167.8% | -34.7% |
| All | -63.3% | +238.1% | -301.4% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling