-36.0%
CAG vs IOVA
+99.0%
-135.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -3.3% | -3.5% | +0.1% | -3.3% |
| 30D | +7.7% | -45.4% | +53.1% | +9.0% |
| 3M | -3.2% | +19.0% | -22.2% | -4.8% |
| 6M | +7.0% | +112.0% | -105.1% | +2.6% |
| YTD | -9.0% | +184.2% | -193.2% | -13.9% |
| 1Y | -9.6% | +222.0% | -231.6% | -15.1% |
| 3Y | -36.0% | +92.6% | -128.5% | -44.8% |
| All | -36.0% | +99.0% | -135.0% | -44.8% |
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 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