+59.9%
RIG vs IOVA
-64.1%
+124.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | -8.2% | -2.2% | -6.0% | -8.0% |
| 30D | -0.2% | +31.7% | -31.9% | -3.1% |
| 3M | -2.7% | +117.3% | -120.0% | -11.5% |
| 6M | -7.5% | +55.8% | -63.3% | -13.7% |
| YTD | +38.3% | +208.8% | -170.5% | +17.7% |
| 1Y | +81.8% | +255.7% | -173.8% | +50.8% |
| 3Y | -30.2% | +41.7% | -71.9% | -41.5% |
| 5Y | +59.9% | -64.9% | +124.8% | +54.6% |
| All | +59.9% | -64.1% | +124.1% | +54.6% |
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