+2.0%
RDW vs IOVA
-83.1%
+85.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -3.1% |
| 7D | +0.9% | -2.2% | +3.0% | +1.1% |
| 30D | -21.3% | +27.6% | -48.9% | -24.5% |
| 3M | -37.9% | +117.2% | -155.0% | -45.7% |
| 6M | +12.3% | +77.7% | -65.4% | +0.4% |
| YTD | +39.7% | +215.0% | -175.3% | +14.1% |
| 1Y | +25.7% | +255.4% | -229.7% | -0.5% |
| 3Y | +230.8% | +42.6% | +188.2% | +163.9% |
| 5Y | -8.8% | -62.2% | +53.5% | -19.0% |
| All | +2.0% | -83.1% | +85.2% | -0.3% |
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