+7.7%
CARR vs IOVA
-66.4%
+74.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -2.1% |
| 7D | -4.1% | -6.4% | +2.3% | -3.8% |
| 30D | -11.0% | +25.4% | -36.4% | -12.3% |
| 3M | -16.4% | +115.3% | -131.7% | -21.0% |
| 6M | -2.4% | +56.5% | -58.9% | -6.4% |
| YTD | +8.4% | +198.2% | -189.7% | -1.3% |
| 1Y | -8.0% | +242.0% | -250.0% | -17.7% |
| 3Y | +0.6% | +36.8% | -36.2% | -10.2% |
| 5Y | +7.7% | -64.3% | +72.0% | -1.9% |
| All | +7.7% | -66.4% | +74.2% | -1.9% |
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 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