-92.0%
IOVA vs RRC
+21.1%
-113.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +99.7% |
| 3M | +100.7% | +4.0% | +96.7% | +99.3% |
| 6M | +106.3% | +1.6% | +104.8% | +105.0% |
| YTD | +222.0% | +19.7% | +202.3% | +211.9% |
| 1Y | +299.5% | +21.4% | +278.1% | +286.4% |
| 3Y | +42.9% | +29.7% | +13.3% | +35.5% |
| 5Y | -65.0% | +153.9% | -218.8% | -71.0% |
| 10Y | +10.3% | +10.8% | -0.5% | -9.3% |
| All | -92.0% | +21.1% | -113.1% | -93.4% |
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