+241.3%
RIO vs IOVA
-92.3%
+333.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.5% | -7.0% | +7.5% | +0.6% |
| 30D | -9.9% | -44.4% | +34.5% | -9.0% |
| 3M | -14.0% | +24.7% | -38.7% | -14.7% |
| 6M | -19.5% | +118.6% | -138.2% | -21.4% |
| YTD | +11.5% | +196.3% | -184.8% | +8.0% |
| 1Y | +26.9% | +205.3% | -178.3% | +22.7% |
| 3Y | +55.1% | +103.8% | -48.6% | +48.5% |
| 5Y | +90.7% | -65.6% | +156.3% | +85.9% |
| 10Y | +363.3% | +6.4% | +356.9% | +340.4% |
| All | +241.3% | -92.3% | +333.6% | +205.1% |
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