+36.3%
RMBS vs IOVA
+107.4%
-71.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.0% | -7.0% | +10.0% | +4.1% |
| 30D | -15.5% | -44.4% | +28.9% | -10.4% |
| 3M | -11.5% | +24.7% | -36.1% | -15.6% |
| 6M | -36.5% | +118.6% | -155.2% | -44.7% |
| YTD | -7.1% | +196.3% | -203.4% | -23.6% |
| 1Y | -18.7% | +205.3% | -223.9% | -33.6% |
| All | +36.3% | +107.4% | -71.1% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling