+73.3%
RUN vs IOVA
+0.8%
+72.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -13.5% | -3.5% | -10.0% | -12.9% |
| 30D | +18.3% | -45.4% | +63.7% | +30.2% |
| 3M | -12.5% | +19.0% | -31.5% | -20.0% |
| 6M | -40.3% | +112.0% | -152.3% | -54.6% |
| YTD | -53.1% | +184.2% | -237.3% | -68.4% |
| 1Y | -54.3% | +222.0% | -276.3% | -70.2% |
| 3Y | -6.5% | +92.6% | -99.1% | -43.6% |
| 5Y | -85.3% | -63.2% | -22.1% | -88.4% |
| All | +73.3% | +0.8% | +72.5% | +7.3% |
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