+280.4%
RRX vs IOVA
-92.6%
+373.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.3% |
| 7D | +4.3% | -3.5% | +7.8% | +4.4% |
| 30D | +12.3% | -45.4% | +57.7% | +13.7% |
| 3M | +3.7% | +19.0% | -15.4% | +2.8% |
| 6M | -13.9% | +112.0% | -125.9% | -16.2% |
| YTD | +26.5% | +184.2% | -157.8% | +21.8% |
| 1Y | +29.3% | +222.0% | -192.7% | +24.1% |
| 3Y | +65.6% | +92.6% | -27.0% | +58.5% |
| 5Y | +10.6% | -63.2% | +73.8% | +7.6% |
| 10Y | +202.9% | +2.1% | +200.8% | +188.5% |
| All | +280.4% | -92.6% | +373.0% | +246.0% |
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