+55.6%
RGTI vs IOVA
-64.2%
+119.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.3% |
| 7D | -0.1% | -6.4% | +6.3% | +1.4% |
| 30D | -16.2% | +25.4% | -41.6% | -21.4% |
| 3M | -22.0% | +115.3% | -137.4% | -38.1% |
| 6M | -10.8% | +56.5% | -67.3% | -23.9% |
| YTD | -31.6% | +198.2% | -229.7% | -50.9% |
| 1Y | -6.4% | +242.0% | -248.4% | -36.6% |
| 3Y | +665.7% | +36.8% | +628.8% | +470.3% |
| All | +55.6% | -64.2% | +119.9% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling