-89.6%
RIG vs IOVA
-92.6%
+3.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +4.1% |
| 7D | +5.7% | -3.5% | +9.2% | +5.8% |
| 30D | -0.7% | -45.4% | +44.7% | +1.0% |
| 3M | -3.1% | +19.0% | -22.2% | -4.4% |
| 6M | -16.3% | +112.0% | -128.3% | -19.6% |
| YTD | +34.1% | +184.2% | -150.1% | +26.8% |
| 1Y | +38.2% | +222.0% | -183.8% | +29.9% |
| 3Y | -15.3% | +92.6% | -107.8% | -20.8% |
| 5Y | +62.5% | -63.2% | +125.6% | +56.0% |
| 10Y | -46.6% | +2.1% | -48.7% | -49.8% |
| All | -89.6% | -92.6% | +3.0% | -90.8% |
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