+67.4%
RIG vs IOVA
-63.3%
+130.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +4.0% |
| 7D | +5.7% | -3.5% | +9.2% | +6.0% |
| 30D | -0.7% | -45.4% | +44.7% | +3.7% |
| 3M | -3.1% | +19.0% | -22.2% | -6.9% |
| 6M | -16.3% | +112.0% | -128.3% | -25.3% |
| YTD | +34.1% | +184.2% | -150.1% | +13.4% |
| 1Y | +38.2% | +222.0% | -183.8% | +14.7% |
| 3Y | -15.3% | +92.6% | -107.8% | -31.6% |
| All | +67.4% | -63.3% | +130.6% | +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