+39.7%
RIG vs IOVA
+362.8%
-323.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.2% | -7.6% |
| 7D | -18.8% | -41.3% | +22.5% | -18.4% |
| 30D | -1.1% | -38.5% | +37.4% | -0.7% |
| 3M | +4.4% | +99.5% | -95.1% | +2.4% |
| 6M | -20.8% | +126.0% | -146.8% | -22.6% |
| YTD | +32.0% | +218.7% | -186.7% | +24.0% |
| 1Y | +39.7% | +378.0% | -338.3% | +25.4% |
| All | +39.7% | +362.8% | -323.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling