+799.1%
RMD vs IOVA
-92.3%
+891.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +3.1% | -8.5% | +11.6% | +3.3% |
| 30D | +1.8% | -44.7% | +46.5% | +2.8% |
| 3M | +6.7% | +26.2% | -19.6% | +5.7% |
| 6M | +13.9% | +123.2% | -109.3% | +11.0% |
| YTD | -2.0% | +196.0% | -198.0% | -5.4% |
| 1Y | -5.4% | +240.9% | -246.3% | -9.0% |
| 3Y | +67.4% | +103.5% | -36.2% | +59.9% |
| 5Y | -5.7% | -65.5% | +59.7% | -8.2% |
| 10Y | +338.4% | +7.0% | +331.3% | +316.1% |
| All | +799.1% | -92.3% | +891.4% | +665.4% |
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