+543.5%
RSP vs IOVA
-92.3%
+635.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.4% |
| 7D | -1.0% | -5.2% | +4.2% | -1.0% |
| 30D | +2.6% | -37.8% | +40.4% | +3.2% |
| 3M | -0.8% | +29.5% | -30.3% | -1.6% |
| 6M | +6.3% | +96.6% | -90.3% | +4.3% |
| YTD | +14.1% | +194.5% | -180.4% | +10.9% |
| 1Y | +18.0% | +248.1% | -230.0% | +14.2% |
| 3Y | +61.0% | +86.1% | -25.1% | +55.3% |
| 5Y | +45.6% | -67.8% | +113.4% | +42.4% |
| 10Y | +220.2% | +38.6% | +181.5% | +207.5% |
| All | +543.5% | -92.3% | +635.8% | +501.8% |
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