+58.3%
CAG vs IOVA
-91.6%
+149.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -3.8% | +9.7% | -13.5% | -3.9% |
| 30D | +3.1% | +102.5% | -99.4% | +2.5% |
| 3M | +23.5% | +100.7% | -77.2% | +22.7% |
| 6M | -14.8% | +106.3% | -121.2% | -15.4% |
| YTD | -5.4% | +222.0% | -227.4% | -6.4% |
| 1Y | -11.8% | +299.5% | -311.3% | -12.9% |
| 3Y | -36.7% | +42.9% | -79.6% | -37.4% |
| 5Y | -40.3% | -65.0% | +24.7% | -40.8% |
| 10Y | -37.0% | +10.3% | -47.3% | -38.2% |
| All | +58.3% | -91.6% | +149.9% | +49.5% |
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