+74.1%
IOVA vs RNG
+327.7%
-253.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +2.4% |
| 7D | +9.7% | +5.8% | +4.0% | +7.5% |
| 30D | +102.5% | +19.6% | +82.9% | +88.7% |
| 3M | +100.7% | +67.0% | +33.7% | +59.8% |
| 6M | +106.3% | +88.4% | +18.0% | +53.5% |
| YTD | +222.0% | +155.5% | +66.5% | +105.3% |
| 1Y | +299.5% | +141.7% | +157.9% | +159.3% |
| 3Y | +42.9% | +131.1% | -88.2% | -11.2% |
| 5Y | -65.0% | -70.6% | +5.6% | -57.0% |
| 10Y | +10.3% | +228.2% | -217.9% | -50.7% |
| All | +74.1% | +327.7% | -253.7% | -29.0% |
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 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