+329.2%
RMBS vs IOVA
-91.6%
+420.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.3% |
| 7D | -0.3% | +9.7% | -10.1% | -0.7% |
| 30D | -12.2% | +102.5% | -114.7% | -14.6% |
| 3M | -49.5% | +100.7% | -150.2% | -51.0% |
| 6M | -7.1% | +106.3% | -113.5% | -10.2% |
| YTD | -7.0% | +222.0% | -229.0% | -11.7% |
| 1Y | +13.3% | +299.5% | -286.2% | +6.5% |
| 3Y | +49.2% | +42.9% | +6.3% | +41.7% |
| 5Y | +250.0% | -65.0% | +314.9% | +238.9% |
| 10Y | +495.1% | +10.3% | +484.8% | +455.4% |
| All | +329.2% | -91.6% | +420.9% | +233.6% |
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 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