+72.5%
CART vs IOVA
+36.3%
+36.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.3% |
| 7D | +3.0% | -5.2% | +8.1% | +3.2% |
| 30D | +28.6% | -37.8% | +66.3% | +31.7% |
| 3M | +29.1% | +29.5% | -0.4% | +25.3% |
| 6M | +44.7% | +96.6% | -51.9% | +34.9% |
| YTD | +29.2% | +194.5% | -165.3% | +15.5% |
| 1Y | +66.2% | +248.1% | -181.9% | +46.2% |
| 3Y | +112.8% | +86.1% | +26.7% | +60.3% |
| All | +72.5% | +36.3% | +36.2% | +42.7% |
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