+265.7%
RMBS vs IOVA
-63.5%
+329.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +3.0% | +5.1% | -2.1% | +2.4% |
| 30D | -14.4% | +37.2% | -51.6% | -17.5% |
| 3M | -42.8% | +117.5% | -160.3% | -48.4% |
| 6M | -1.4% | +69.6% | -71.0% | -9.4% |
| YTD | -5.4% | +218.7% | -224.1% | -19.9% |
| 1Y | +18.6% | +265.5% | -247.0% | -2.1% |
| 3Y | +57.3% | +46.2% | +11.0% | +32.9% |
| 5Y | +265.7% | -63.2% | +328.9% | +227.4% |
| All | +265.7% | -63.5% | +329.2% | +227.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling