+805.3%
RMD vs IOVA
-92.2%
+897.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +1.2% | +1.9% | -0.7% | +1.1% |
| 30D | +2.5% | -44.1% | +46.6% | +3.5% |
| 3M | +11.5% | +28.9% | -17.3% | +10.5% |
| 6M | +14.7% | +125.7% | -111.0% | +11.8% |
| YTD | -1.3% | +199.3% | -200.6% | -4.8% |
| 1Y | -5.3% | +255.2% | -260.5% | -9.0% |
| 3Y | +68.8% | +106.8% | -38.1% | +61.1% |
| 5Y | -5.9% | -67.1% | +61.2% | -8.3% |
| 10Y | +348.7% | +16.7% | +332.0% | +325.5% |
| All | +805.3% | -92.2% | +897.6% | +670.5% |
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 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