-92.6%
IOVA vs RRC
+41.2%
-133.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | +1.9% | -10.3% | +12.2% | +3.5% |
| 30D | -44.1% | +19.5% | -63.6% | -45.5% |
| 3M | +28.9% | +27.9% | +0.9% | +24.0% |
| 6M | +125.7% | +21.2% | +104.5% | +118.6% |
| YTD | +199.3% | +39.6% | +159.7% | +182.8% |
| 1Y | +255.2% | +31.3% | +223.9% | +238.8% |
| 3Y | +106.8% | +51.9% | +54.9% | +91.7% |
| 5Y | -67.1% | +110.2% | -177.2% | -72.0% |
| 10Y | +16.7% | +56.7% | -39.9% | -9.1% |
| All | -92.6% | +41.2% | -133.8% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling