-65.6%
IOVA vs RNG
-74.0%
+8.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | -7.0% | -3.5% | -3.5% | -5.9% |
| 30D | -44.4% | -3.8% | -40.7% | -43.3% |
| 3M | +24.7% | +18.6% | +6.1% | +17.9% |
| 6M | +118.6% | +69.2% | +49.5% | +77.1% |
| YTD | +196.3% | +161.9% | +34.5% | +96.3% |
| 1Y | +205.3% | +176.2% | +29.1% | +97.5% |
| 3Y | +103.8% | +174.5% | -70.7% | +25.8% |
| 5Y | -65.6% | -71.9% | +6.4% | -47.0% |
| All | -65.6% | -74.0% | +8.4% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling