+17.6%
RMBS vs IOVA
+254.2%
-236.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.1% |
| 3M | -40.3% | +117.3% | -157.6% | -45.3% |
| 6M | -1.0% | +55.8% | -56.8% | -7.9% |
| YTD | -4.6% | +208.8% | -213.4% | -17.7% |
| 1Y | +17.6% | +255.7% | -238.1% | +7.1% |
| All | +17.6% | +254.2% | -236.6% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling