-41.2%
RIG vs IOVA
+3.8%
-45.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.5% |
| 7D | -4.2% | -6.4% | +2.3% | -3.3% |
| 30D | -0.7% | +25.4% | -26.1% | -4.0% |
| 3M | -4.0% | +115.3% | -119.3% | -15.5% |
| 6M | -6.3% | +56.5% | -62.9% | -15.2% |
| YTD | +39.7% | +198.2% | -158.5% | +13.2% |
| 1Y | +78.1% | +242.0% | -163.9% | +39.5% |
| 3Y | -29.5% | +36.8% | -66.3% | -44.9% |
| 5Y | +65.3% | -64.3% | +129.6% | +44.6% |
| All | -41.2% | +3.8% | -45.0% | -55.9% |
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