+619.2%
RIO vs IOVA
+4.5%
+614.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | +4.0% | +31.7% | -27.7% | +2.1% |
| 3M | +4.5% | +117.3% | -112.7% | -1.6% |
| 6M | +17.3% | +55.8% | -38.5% | +12.2% |
| YTD | +36.2% | +208.8% | -172.6% | +23.4% |
| 1Y | +76.1% | +255.7% | -179.5% | +57.0% |
| 3Y | +102.5% | +41.7% | +60.8% | +78.8% |
| 5Y | +103.5% | -64.9% | +168.4% | +90.8% |
| 10Y | +619.2% | +6.3% | +612.9% | +474.2% |
| All | +619.2% | +4.5% | +614.7% | +474.2% |
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