+39.8%
IOVA vs RNG
+122.1%
-82.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -2.2% | -4.1% | +1.8% | -1.2% |
| 30D | +31.7% | +8.6% | +23.1% | +28.2% |
| 3M | +117.3% | +78.0% | +39.3% | +79.2% |
| 6M | +55.8% | +67.0% | -11.2% | +29.0% |
| YTD | +208.8% | +142.4% | +66.4% | +116.6% |
| 1Y | +255.7% | +120.4% | +135.3% | +158.6% |
| All | +39.8% | +122.1% | -82.3% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling