+833.3%
RCL vs IOVA
-91.6%
+925.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.2% |
| 7D | -5.1% | +9.7% | -14.8% | -5.3% |
| 30D | -19.0% | +102.5% | -121.5% | -20.9% |
| 3M | -9.6% | +100.7% | -110.3% | -11.8% |
| 6M | -6.7% | +106.3% | -113.0% | -9.3% |
| YTD | -3.9% | +222.0% | -225.9% | -8.0% |
| 1Y | -25.1% | +299.5% | -324.6% | -28.9% |
| 3Y | +179.1% | +42.9% | +136.2% | +166.2% |
| 5Y | +243.3% | -65.0% | +308.3% | +233.3% |
| 10Y | +325.8% | +10.3% | +315.5% | +307.4% |
| All | +833.3% | -91.6% | +925.0% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling