+626.7%
RVMD vs IOVA
-62.5%
+689.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +1.0% | +9.7% | -8.7% | -0.9% |
| 30D | +6.4% | +102.5% | -96.1% | -10.3% |
| 3M | +34.9% | +100.7% | -65.8% | +12.6% |
| 6M | +107.6% | +106.3% | +1.2% | +67.8% |
| YTD | +163.7% | +222.0% | -58.3% | +88.1% |
| 1Y | +439.2% | +299.5% | +139.7% | +257.4% |
| 3Y | +499.2% | +42.9% | +456.3% | +290.3% |
| 5Y | +621.7% | -65.0% | +686.7% | +508.1% |
| All | +626.7% | -62.5% | +689.2% | +430.8% |
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