+448.0%
RSG vs IOVA
+0.8%
+447.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +2.5% | -3.5% | +6.0% | +2.6% |
| 30D | +12.7% | -45.4% | +58.1% | +13.9% |
| 3M | +17.9% | +19.0% | -1.1% | +16.7% |
| 6M | +25.0% | +112.0% | -87.0% | +21.4% |
| YTD | +20.8% | +184.2% | -163.4% | +15.9% |
| 1Y | +24.3% | +222.0% | -197.7% | +18.7% |
| 3Y | +65.3% | +92.6% | -27.3% | +54.4% |
| 5Y | +99.1% | -63.2% | +162.2% | +92.7% |
| All | +448.0% | +0.8% | +447.2% | +405.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling