+546.6%
RMBS vs IOVA
+3.8%
+542.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.2% |
| 7D | +1.2% | -6.4% | +7.6% | +2.0% |
| 30D | -11.5% | +25.4% | -36.9% | -14.0% |
| 3M | -38.2% | +115.3% | -153.5% | -44.6% |
| 6M | -4.8% | +56.5% | -61.3% | -12.1% |
| YTD | -7.1% | +198.2% | -205.3% | -21.5% |
| 1Y | +10.7% | +242.0% | -231.3% | -9.0% |
| 3Y | +54.5% | +36.8% | +17.7% | +28.5% |
| 5Y | +261.7% | -64.3% | +325.9% | +225.6% |
| All | +546.6% | +3.8% | +542.8% | +415.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling