+314.8%
RIO vs IOVA
-91.6%
+406.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | 0.0% | +9.7% | -9.8% | -0.2% |
| 30D | +4.0% | +102.5% | -98.6% | +2.3% |
| 3M | +0.1% | +100.7% | -100.6% | -1.6% |
| 6M | +12.7% | +106.3% | -93.6% | +10.5% |
| YTD | +35.6% | +222.0% | -186.4% | +31.4% |
| 1Y | +73.7% | +299.5% | -225.9% | +67.3% |
| 3Y | +93.3% | +42.9% | +50.4% | +86.6% |
| 5Y | +92.4% | -65.0% | +157.4% | +88.1% |
| 10Y | +606.9% | +10.3% | +596.7% | +573.0% |
| All | +314.8% | -91.6% | +406.4% | +271.4% |
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