+99.6%
RIO vs IOVA
-63.5%
+163.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +1.9% | +5.1% | -3.1% | +1.7% |
| 30D | +5.0% | +37.2% | -32.3% | +3.6% |
| 3M | +5.1% | +117.5% | -112.4% | +1.3% |
| 6M | +17.6% | +69.6% | -52.0% | +14.1% |
| YTD | +36.3% | +218.7% | -182.4% | +28.1% |
| 1Y | +71.2% | +265.5% | -194.4% | +59.3% |
| 3Y | +102.7% | +46.2% | +56.5% | +87.8% |
| 5Y | +99.6% | -63.2% | +162.8% | +95.6% |
| All | +99.6% | -63.5% | +163.1% | +95.6% |
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