+190.3%
RDDT vs IOVA
-43.9%
+234.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.7% |
| 7D | -7.4% | -2.2% | -5.2% | -7.2% |
| 30D | -7.7% | +31.7% | -39.5% | -9.9% |
| 3M | -17.8% | +117.3% | -135.0% | -23.4% |
| 6M | +5.5% | +55.8% | -50.4% | +0.4% |
| YTD | -36.3% | +208.8% | -245.1% | -43.6% |
| 1Y | -39.0% | +255.7% | -294.7% | -47.1% |
| All | +190.3% | -43.9% | +234.3% | +117.7% |
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