-92.0%
IOVA vs RVTY
+499.9%
-591.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +9.7% | +1.1% | +8.6% | +8.9% |
| 30D | +102.5% | +13.2% | +89.3% | +87.1% |
| 3M | +100.7% | +27.2% | +73.4% | +69.2% |
| 6M | +106.3% | +32.4% | +73.9% | +66.8% |
| YTD | +222.0% | +34.9% | +187.1% | +153.1% |
| 1Y | +299.5% | +52.4% | +247.2% | +186.7% |
| 3Y | +42.9% | +12.3% | +30.6% | +25.6% |
| 5Y | -65.0% | -30.8% | -34.2% | -60.5% |
| 10Y | +10.3% | +150.7% | -140.4% | -52.5% |
| All | -92.0% | +499.9% | -591.9% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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