-1.5%
IOVA vs RNG
+223.4%
-224.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.1% |
| 7D | -6.4% | -9.6% | +3.1% | -3.0% |
| 30D | +25.4% | +8.8% | +16.6% | +20.8% |
| 3M | +115.3% | +78.6% | +36.7% | +65.9% |
| 6M | +56.5% | +70.3% | -13.7% | +19.9% |
| YTD | +198.2% | +140.3% | +57.8% | +92.0% |
| 1Y | +242.0% | +126.6% | +115.4% | +124.4% |
| 3Y | +36.8% | +120.2% | -83.4% | -14.8% |
| 5Y | -64.3% | -68.3% | +4.1% | -56.1% |
| All | -1.5% | +223.4% | -224.9% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling