+53.7%
IOVA vs RNG
+340.1%
-286.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -3.5% | +4.6% | -8.1% | -5.1% |
| 30D | -45.4% | +0.4% | -45.8% | -45.0% |
| 3M | +19.0% | +11.4% | +7.6% | +14.4% |
| 6M | +112.0% | +95.7% | +16.3% | +58.0% |
| YTD | +184.2% | +162.9% | +21.4% | +80.0% |
| 1Y | +222.0% | +180.3% | +41.7% | +98.1% |
| 3Y | +92.6% | +188.3% | -95.8% | +11.0% |
| 5Y | -63.2% | -72.5% | +9.3% | -52.3% |
| 10Y | +2.1% | +236.7% | -234.6% | -54.5% |
| All | +53.7% | +340.1% | -286.5% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling