+379.0%
RCL vs IOVA
+28.7%
+350.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | +5.0% | +1.9% | +3.1% | +4.6% |
| 30D | +19.4% | -44.1% | +63.5% | +25.9% |
| 3M | +5.9% | +28.9% | -22.9% | -0.2% |
| 6M | +23.8% | +125.7% | -101.9% | +6.2% |
| YTD | +22.8% | +199.3% | -176.5% | -0.5% |
| 1Y | +34.3% | +255.2% | -221.0% | +5.7% |
| 3Y | +276.4% | +106.8% | +169.6% | +174.2% |
| 5Y | +281.6% | -67.1% | +348.7% | +234.0% |
| 10Y | +379.0% | +16.7% | +362.3% | +263.8% |
| All | +379.0% | +28.7% | +350.3% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling