+56.6%
CART vs IOVA
+233.9%
-177.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.3% | -8.5% | +8.8% | +0.6% |
| 30D | +22.4% | -44.7% | +67.2% | +25.0% |
| 3M | +15.6% | +26.2% | -10.6% | +14.0% |
| 6M | +44.9% | +123.2% | -78.3% | +38.2% |
| YTD | +30.0% | +196.0% | -166.0% | +21.3% |
| 1Y | +56.6% | +240.9% | -184.3% | +45.2% |
| All | +56.6% | +233.9% | -177.3% | +45.2% |
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