+313.0%
RMBS vs IOVA
-92.6%
+405.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +10.3% | -3.5% | +13.8% | +10.5% |
| 30D | -10.7% | -45.4% | +34.7% | -9.0% |
| 3M | -17.2% | +19.0% | -36.2% | -18.2% |
| 6M | -39.0% | +112.0% | -151.0% | -41.3% |
| YTD | -10.5% | +184.2% | -194.8% | -15.0% |
| 1Y | -11.0% | +222.0% | -233.0% | -15.9% |
| 3Y | +31.3% | +92.6% | -61.2% | +23.5% |
| 5Y | +242.8% | -63.2% | +305.9% | +230.6% |
| 10Y | +536.9% | +2.1% | +534.8% | +494.1% |
| All | +313.0% | -92.6% | +405.6% | +221.0% |
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