+421.5%
CARR vs IOVA
-61.0%
+482.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.2% | +1.1% |
| 7D | -3.8% | -2.2% | -1.6% | -3.7% |
| 30D | -8.9% | +27.6% | -36.5% | -10.3% |
| 3M | -17.3% | +117.2% | -134.5% | -21.8% |
| 6M | -1.4% | +77.7% | -79.1% | -6.1% |
| YTD | +10.0% | +215.0% | -205.0% | +0.1% |
| 1Y | -6.4% | +255.4% | -261.7% | -16.1% |
| 3Y | +1.5% | +42.6% | -41.1% | -9.0% |
| 5Y | +9.3% | -62.2% | +71.5% | +1.8% |
| All | +421.5% | -61.0% | +482.5% | +407.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling