+59.7%
RGTI vs IOVA
-71.8%
+131.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +5.5% | +5.1% | +0.4% | +4.3% |
| 30D | -11.9% | +37.2% | -49.1% | -18.6% |
| 3M | -27.4% | +117.5% | -144.9% | -41.4% |
| 6M | -7.1% | +69.6% | -76.6% | -21.3% |
| YTD | -28.6% | +218.7% | -247.3% | -48.3% |
| 1Y | +4.4% | +265.5% | -261.2% | -28.3% |
| 3Y | +698.5% | +46.2% | +652.3% | +503.8% |
| 5Y | +64.2% | -63.2% | +127.4% | +34.3% |
| All | +59.7% | -71.8% | +131.5% | +30.7% |
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