-7.2%
RKT vs IOVA
-63.5%
+56.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +6.0% | +5.1% | +0.9% | +5.3% |
| 30D | +0.7% | +37.2% | -36.6% | -3.8% |
| 3M | +11.8% | +117.5% | -105.7% | -2.0% |
| 6M | -7.6% | +69.6% | -77.2% | -16.9% |
| YTD | -28.7% | +218.7% | -247.3% | -42.4% |
| 1Y | -32.6% | +265.5% | -298.1% | -47.5% |
| 3Y | +42.1% | +46.2% | -4.1% | +11.3% |
| 5Y | -7.2% | -63.2% | +56.1% | -22.7% |
| All | -7.2% | -63.5% | +56.4% | -22.7% |
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