+564.0%
RMBS vs IOVA
+7.5%
+556.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.2% |
| 7D | +3.5% | -2.2% | +5.7% | +3.7% |
| 30D | -8.6% | +31.7% | -40.3% | -11.7% |
| 3M | -40.3% | +117.3% | -157.6% | -46.6% |
| 6M | -1.0% | +55.8% | -56.8% | -8.6% |
| YTD | -4.6% | +208.8% | -213.4% | -19.7% |
| 1Y | +17.6% | +255.7% | -238.1% | -3.8% |
| 3Y | +58.6% | +41.7% | +17.0% | +31.4% |
| 5Y | +270.9% | -64.9% | +335.8% | +234.8% |
| All | +564.0% | +7.5% | +556.5% | +427.0% |
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