-34.1%
RUN vs IOVA
+50.0%
-84.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | +10.2% | +5.1% | +5.1% | +9.4% |
| 30D | -9.6% | +37.2% | -46.8% | -14.0% |
| 3M | -31.5% | +117.5% | -149.0% | -41.2% |
| 6M | -18.7% | +69.6% | -88.3% | -28.2% |
| YTD | -49.9% | +218.7% | -268.6% | -61.9% |
| 1Y | -45.5% | +265.5% | -311.1% | -60.3% |
| 3Y | -34.1% | +46.2% | -80.3% | -59.4% |
| All | -34.1% | +50.0% | -84.1% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling