-39.0%
RMBS vs IOVA
+118.0%
-157.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | +10.3% | -3.5% | +13.8% | +10.7% |
| 30D | -10.7% | -45.4% | +34.7% | -7.6% |
| 3M | -17.2% | +19.0% | -36.2% | -18.6% |
| 6M | -39.0% | +112.0% | -151.0% | -42.3% |
| All | -39.0% | +118.0% | -157.0% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling