-1.8%
CARR vs IOVA
+362.8%
-364.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -0.7% | -41.3% | +40.6% | -1.2% |
| 30D | +0.3% | -38.5% | +38.8% | -0.1% |
| 3M | -14.9% | +99.5% | -114.4% | -13.2% |
| 6M | -14.9% | +126.0% | -140.8% | -13.0% |
| YTD | +7.0% | +218.7% | -211.7% | +11.1% |
| 1Y | -1.8% | +378.0% | -379.8% | +1.4% |
| All | -1.8% | +362.8% | -364.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling