+255.4%
IOVA vs RNG
+128.1%
+127.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -2.2% | -6.1% | +3.9% | -1.7% |
| 30D | +27.6% | +9.6% | +18.0% | +26.4% |
| 3M | +117.2% | +83.3% | +33.8% | +99.5% |
| 6M | +77.7% | +77.9% | -0.3% | +63.1% |
| YTD | +215.0% | +139.9% | +75.1% | +171.4% |
| 1Y | +255.4% | +121.7% | +133.7% | +219.2% |
| All | +255.4% | +128.1% | +127.3% | +219.2% |
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