-63.3%
IOVA vs RRC
+156.2%
-219.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +9.7% | +1.3% | +8.4% | +9.5% |
| 30D | +102.5% | +10.1% | +92.4% | +99.1% |
| 3M | +100.7% | +4.0% | +96.7% | +98.9% |
| 6M | +106.3% | +1.6% | +104.8% | +104.6% |
| YTD | +222.0% | +19.7% | +202.3% | +209.0% |
| 1Y | +299.5% | +21.4% | +278.1% | +282.8% |
| 3Y | +42.9% | +29.7% | +13.3% | +33.0% |
| All | -63.3% | +156.2% | -219.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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