-89.0%
RIG vs IOVA
-91.6%
+2.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -2.9% |
| 7D | +0.9% | +9.7% | -8.9% | +0.5% |
| 30D | +13.8% | +102.5% | -88.7% | +10.7% |
| 3M | -6.4% | +100.7% | -107.1% | -9.2% |
| 6M | -8.2% | +106.3% | -114.5% | -11.4% |
| YTD | +41.6% | +222.0% | -180.3% | +34.2% |
| 1Y | +88.7% | +299.5% | -210.8% | +76.8% |
| 3Y | -30.9% | +42.9% | -73.8% | -34.6% |
| 5Y | +57.7% | -65.0% | +122.7% | +52.4% |
| 10Y | -39.3% | +10.3% | -49.5% | -42.8% |
| All | -89.0% | -91.6% | +2.6% | -90.3% |
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