+20.9%
RRX vs IOVA
-63.0%
+83.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +4.3% | +5.1% | -0.8% | +3.8% |
| 30D | -8.0% | +37.2% | -45.2% | -10.9% |
| 3M | -22.0% | +117.5% | -139.5% | -28.6% |
| 6M | -11.9% | +69.6% | -81.5% | -18.0% |
| YTD | +17.1% | +218.7% | -201.6% | +1.4% |
| 1Y | +14.9% | +265.5% | -250.7% | -2.9% |
| 3Y | +6.9% | +46.2% | -39.3% | -8.3% |
| All | +20.9% | -63.0% | +83.9% | +5.9% |
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