+326.8%
RMBS vs IOVA
-92.7%
+419.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.2% |
| 7D | +21.9% | -1.4% | +23.4% | +22.0% |
| 30D | -13.4% | -47.4% | +33.9% | -11.6% |
| 3M | -15.9% | +13.2% | -29.1% | -16.7% |
| 6M | -34.8% | +114.3% | -149.1% | -37.2% |
| YTD | -7.5% | +179.5% | -187.0% | -12.2% |
| 1Y | -16.9% | +200.4% | -217.3% | -21.3% |
| 3Y | +35.5% | +92.2% | -56.7% | +27.4% |
| 5Y | +254.2% | -63.8% | +318.0% | +241.9% |
| 10Y | +558.2% | +0.4% | +557.8% | +514.3% |
| All | +326.8% | -92.7% | +419.5% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling