+74.7%
CART vs IOVA
+31.5%
+43.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +1.3% | -3.5% | +4.8% | +1.5% |
| 30D | +19.2% | -45.4% | +64.6% | +23.1% |
| 3M | +17.6% | +19.0% | -1.5% | +14.7% |
| 6M | +47.4% | +112.0% | -64.7% | +36.6% |
| YTD | +30.9% | +184.2% | -153.4% | +17.3% |
| 1Y | +46.0% | +222.0% | -176.0% | +29.2% |
| 3Y | +130.3% | +92.6% | +37.8% | +69.1% |
| All | +74.7% | +31.5% | +43.2% | +44.8% |
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