-22.2%
RMD vs IOVA
-63.5%
+41.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | -4.5% | +5.1% | -9.5% | -4.7% |
| 30D | +4.6% | +37.2% | -32.6% | +2.7% |
| 3M | +14.8% | +117.5% | -102.7% | +9.2% |
| 6M | -12.1% | +69.6% | -81.7% | -15.6% |
| YTD | -7.5% | +218.7% | -226.2% | -14.8% |
| 1Y | -20.1% | +265.5% | -285.6% | -27.5% |
| 3Y | +53.9% | +46.2% | +7.7% | +39.2% |
| 5Y | -22.2% | -63.2% | +41.0% | -28.5% |
| All | -22.2% | -63.5% | +41.3% | -28.5% |
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