+111.6%
CART vs IOVA
+78.3%
+33.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.0% | +8.6% | -1.8% |
| 7D | +1.2% | -19.0% | +20.2% | +2.4% |
| 30D | +27.1% | -40.3% | +67.4% | +30.2% |
| 3M | +27.4% | +78.3% | -50.9% | +21.3% |
| 6M | +32.1% | +94.5% | -62.4% | +24.2% |
| YTD | +28.5% | +183.5% | -155.0% | +16.7% |
| 1Y | +58.8% | +327.6% | -268.8% | +39.4% |
| All | +111.6% | +78.3% | +33.3% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling