-42.6%
CAG vs IOVA
-66.4%
+23.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.6% |
| 7D | -5.9% | -6.4% | +0.5% | -5.8% |
| 30D | -1.5% | +25.4% | -27.0% | -2.0% |
| 3M | +11.5% | +115.3% | -103.9% | +9.4% |
| 6M | -15.7% | +56.5% | -72.2% | -16.8% |
| YTD | -10.2% | +198.2% | -208.4% | -12.6% |
| 1Y | -18.1% | +242.0% | -260.1% | -20.6% |
| 3Y | -39.4% | +36.8% | -76.2% | -41.3% |
| 5Y | -42.6% | -64.3% | +21.7% | -43.8% |
| All | -42.6% | -66.4% | +23.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling