+1,110.7%
CAT vs IOVA
+9.2%
+1,101.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +1.7% | +9.7% | -8.0% | +1.0% |
| 30D | -6.6% | +102.5% | -109.1% | -12.1% |
| 3M | -13.3% | +100.7% | -114.0% | -18.7% |
| 6M | +11.6% | +106.3% | -94.7% | +3.6% |
| YTD | +42.9% | +222.0% | -179.0% | +27.3% |
| 1Y | +95.4% | +299.5% | -204.1% | +69.4% |
| 3Y | +196.6% | +42.9% | +153.7% | +159.6% |
| 5Y | +321.7% | -65.0% | +386.6% | +292.8% |
| All | +1,110.7% | +9.2% | +1,101.5% | +869.7% |
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