-19.9%
RUN vs IOVA
-3.0%
-16.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -13.5% | -3.5% | -10.0% | -12.9% |
| 30D | +18.3% | -45.4% | +63.7% | +29.9% |
| 3M | -12.5% | +19.0% | -31.5% | -19.8% |
| 6M | -40.3% | +112.0% | -152.3% | -54.1% |
| YTD | -53.1% | +184.2% | -237.3% | -67.9% |
| 1Y | -54.3% | +222.0% | -276.3% | -69.7% |
| 3Y | -6.5% | +92.6% | -99.1% | -41.9% |
| 5Y | -85.3% | -63.2% | -22.1% | -88.3% |
| 10Y | +68.9% | +2.1% | +66.8% | +5.6% |
| All | -19.9% | -3.0% | -16.9% | -51.8% |
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