-17.5%
RUN vs IOVA
+9.9%
-27.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.7% |
| 7D | +1.3% | +9.7% | -8.5% | -0.7% |
| 30D | -15.3% | +102.5% | -117.8% | -29.3% |
| 3M | -40.0% | +100.7% | -140.7% | -50.7% |
| 6M | -27.0% | +106.3% | -133.3% | -42.0% |
| YTD | -51.7% | +222.0% | -273.7% | -66.2% |
| 1Y | -45.9% | +299.5% | -345.4% | -64.6% |
| 3Y | -43.8% | +42.9% | -86.7% | -61.3% |
| 5Y | -80.5% | -65.0% | -15.5% | -83.6% |
| 10Y | +45.3% | +10.3% | +35.0% | -7.0% |
| All | -17.5% | +9.9% | -27.3% | -49.3% |
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 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