+378.0%
IOVA vs RNG
+179.4%
+198.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.5% |
| 7D | -41.3% | -9.6% | -31.7% | -40.7% |
| 30D | -38.5% | -1.4% | -37.1% | -38.2% |
| 3M | +99.5% | +28.8% | +70.8% | +98.3% |
| 6M | +126.0% | +65.6% | +60.4% | +121.6% |
| YTD | +218.7% | +171.4% | +47.3% | +196.3% |
| 1Y | +378.0% | +185.3% | +192.7% | +370.0% |
| All | +378.0% | +179.4% | +198.6% | +370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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