+250.4%
RRX vs IOVA
-91.6%
+342.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | +3.4% | +9.7% | -6.3% | +3.2% |
| 30D | -11.1% | +102.5% | -113.7% | -12.9% |
| 3M | -23.7% | +100.7% | -124.4% | -25.3% |
| 6M | -22.0% | +106.3% | -128.3% | -23.8% |
| YTD | +16.5% | +222.0% | -205.5% | +12.3% |
| 1Y | +11.5% | +299.5% | -288.0% | +6.7% |
| 3Y | +1.5% | +42.9% | -41.4% | -2.1% |
| 5Y | +18.3% | -65.0% | +83.2% | +15.3% |
| 10Y | +209.8% | +10.3% | +199.5% | +195.4% |
| All | +250.4% | -91.6% | +342.0% | +219.0% |
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