-22.2%
RKT vs IOVA
-71.6%
+49.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.3% |
| 7D | +2.1% | +9.7% | -7.6% | +0.9% |
| 30D | +1.4% | +102.5% | -101.1% | -9.0% |
| 3M | +6.3% | +100.7% | -94.4% | -5.4% |
| 6M | -15.5% | +106.3% | -121.8% | -26.1% |
| YTD | -27.4% | +222.0% | -249.4% | -41.1% |
| 1Y | -26.6% | +299.5% | -326.1% | -43.1% |
| 3Y | +41.2% | +42.9% | -1.7% | +12.3% |
| 5Y | -6.4% | -65.0% | +58.6% | -18.7% |
| All | -22.2% | -71.6% | +49.3% | -35.9% |
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