+777.0%
RMD vs IOVA
-91.6%
+868.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -5.0% | +9.7% | -14.7% | -5.2% |
| 30D | +2.2% | +102.5% | -100.3% | +0.4% |
| 3M | +17.8% | +100.7% | -82.8% | +15.7% |
| 6M | -11.3% | +106.3% | -117.7% | -13.2% |
| YTD | -4.4% | +222.0% | -226.4% | -7.6% |
| 1Y | -15.7% | +299.5% | -315.3% | -19.1% |
| 3Y | +47.7% | +42.9% | +4.8% | +42.4% |
| 5Y | -19.2% | -65.0% | +45.8% | -21.1% |
| 10Y | +280.4% | +10.3% | +270.1% | +261.8% |
| All | +777.0% | -91.6% | +868.6% | +648.0% |
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