+326.0%
CAT vs IOVA
-64.9%
+390.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.7% |
| 7D | +1.7% | +9.7% | -8.0% | +1.2% |
| 30D | -6.6% | +102.5% | -109.1% | -10.8% |
| 3M | -13.3% | +100.7% | -114.0% | -17.4% |
| 6M | +11.6% | +106.3% | -94.7% | +5.5% |
| YTD | +42.9% | +222.0% | -179.0% | +30.9% |
| 1Y | +95.4% | +299.5% | -204.1% | +75.3% |
| 3Y | +196.6% | +42.9% | +153.7% | +170.2% |
| All | +326.0% | -64.9% | +390.9% | +305.9% |
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