-67.9%
IOVA vs RL
+226.8%
-294.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.2% | +4.7% |
| 7D | -5.2% | -4.2% | -1.0% | -2.6% |
| 30D | -37.8% | +4.3% | -42.0% | -39.9% |
| 3M | +29.5% | -4.6% | +34.1% | +31.5% |
| 6M | +96.6% | +1.7% | +94.9% | +91.7% |
| YTD | +194.5% | +7.3% | +187.2% | +174.1% |
| 1Y | +248.1% | +20.8% | +227.3% | +198.4% |
| 3Y | +86.1% | +247.0% | -160.9% | -24.1% |
| All | -67.9% | +226.8% | -294.7% | -87.2% |
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