+510.2%
RVMD vs IOVA
-67.4%
+577.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.7% | +3.3% | -1.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -6.4% | -47.4% | +41.0% | +4.1% |
| 3M | -14.1% | +13.2% | -27.3% | -19.9% |
| 6M | +21.0% | +114.3% | -93.3% | -5.1% |
| YTD | +121.4% | +179.5% | -58.1% | +56.6% |
| 1Y | +167.9% | +200.4% | -32.5% | +84.9% |
| 3Y | +794.7% | +92.2% | +702.5% | +417.9% |
| 5Y | +437.2% | -63.8% | +500.9% | +330.1% |
| All | +510.2% | -67.4% | +577.6% | +341.9% |
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