-92.0%
IOVA vs RL
+380.7%
-472.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.3% |
| 7D | +9.7% | -0.8% | +10.5% | +10.0% |
| 30D | +102.5% | -7.8% | +110.3% | +108.8% |
| 3M | +100.7% | -4.0% | +104.7% | +103.5% |
| 6M | +106.3% | -1.9% | +108.2% | +107.3% |
| YTD | +222.0% | -0.2% | +222.1% | +220.6% |
| 1Y | +299.5% | +10.7% | +288.9% | +283.1% |
| 3Y | +42.9% | +210.8% | -167.8% | -2.4% |
| 5Y | -65.0% | +238.2% | -303.2% | -76.9% |
| 10Y | +10.3% | +313.4% | -303.1% | -33.3% |
| All | -92.0% | +380.7% | -472.7% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling