-7.7%
RUN vs IOVA
+103.0%
-110.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.1% | -9.5% | -10.4% |
| 7D | +0.3% | -8.5% | +8.8% | +1.3% |
| 30D | +14.0% | -44.7% | +58.7% | +21.5% |
| 3M | -11.8% | +26.2% | -38.0% | -18.0% |
| 6M | -40.4% | +123.2% | -163.6% | -51.5% |
| YTD | -52.7% | +196.0% | -248.6% | -65.3% |
| 1Y | -52.5% | +240.9% | -293.5% | -66.4% |
| 3Y | -7.7% | +103.5% | -111.3% | -52.7% |
| All | -7.7% | +103.0% | -110.7% | -52.7% |
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