-25.7%
RKT vs IOVA
-72.7%
+47.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.4% | -2.4% |
| 7D | -1.0% | -2.2% | +1.2% | -0.7% |
| 30D | -2.4% | +31.7% | -34.1% | -6.1% |
| 3M | +1.9% | +117.3% | -115.4% | -10.4% |
| 6M | -13.9% | +55.8% | -69.7% | -21.4% |
| YTD | -30.6% | +208.8% | -239.4% | -43.5% |
| 1Y | -34.4% | +255.7% | -290.1% | -48.3% |
| 3Y | +38.2% | +41.7% | -3.5% | +10.0% |
| 5Y | -9.7% | -64.9% | +55.2% | -21.4% |
| All | -25.7% | -72.7% | +47.0% | -38.5% |
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