+230.8%
RDW vs IOVA
+43.8%
+187.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -3.0% |
| 7D | +0.9% | -2.2% | +3.0% | +1.1% |
| 30D | -21.3% | +27.6% | -48.9% | -24.1% |
| 3M | -37.9% | +117.2% | -155.0% | -44.6% |
| 6M | +12.3% | +77.7% | -65.4% | +1.9% |
| YTD | +39.7% | +215.0% | -175.3% | +18.3% |
| 1Y | +25.7% | +255.4% | -229.7% | +4.5% |
| 3Y | +230.8% | +42.6% | +188.2% | +149.5% |
| All | +230.8% | +43.8% | +187.0% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling