+158.9%
CAT vs IOVA
+107.4%
+51.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -7.0% | +8.8% | +2.3% |
| 30D | -24.6% | -44.4% | +19.9% | -21.9% |
| 3M | -28.5% | +24.7% | -53.1% | -29.8% |
| 6M | -34.8% | +118.6% | -153.5% | -38.8% |
| YTD | +5.9% | +196.3% | -190.4% | -3.7% |
| 1Y | +6.8% | +205.3% | -198.5% | -3.3% |
| All | +158.9% | +107.4% | +51.5% | +130.5% |
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