-24.1%
RKT vs IOVA
-75.3%
+51.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.7% | +0.6% | -4.4% |
| 7D | -7.5% | -1.4% | -6.1% | -7.3% |
| 30D | +26.6% | -47.4% | +74.0% | +34.5% |
| 3M | -2.4% | +13.2% | -15.6% | -7.1% |
| 6M | -7.4% | +114.3% | -121.7% | -21.1% |
| YTD | -29.2% | +179.5% | -208.7% | -43.3% |
| 1Y | -23.5% | +200.4% | -223.9% | -39.6% |
| 3Y | +73.9% | +92.2% | -18.3% | +30.1% |
| 5Y | -6.6% | -63.8% | +57.2% | -20.8% |
| All | -24.1% | -75.3% | +51.2% | -38.3% |
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