-37.6%
CAG vs IOVA
+41.0%
-78.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | -6.6% | -2.2% | -4.4% | -6.5% |
| 30D | +2.3% | +31.7% | -29.4% | +1.3% |
| 3M | +16.3% | +117.3% | -101.0% | +12.9% |
| 6M | -16.0% | +55.8% | -71.9% | -17.8% |
| YTD | -7.7% | +208.8% | -216.5% | -11.8% |
| 1Y | -16.0% | +255.7% | -271.7% | -20.5% |
| All | -37.6% | +41.0% | -78.5% | -44.0% |
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