+213.9%
CAT vs IOVA
-63.3%
+277.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +7.4% | -3.5% | +10.9% | +7.7% |
| 30D | -19.7% | -45.4% | +25.7% | -17.1% |
| 3M | -29.6% | +19.0% | -48.6% | -30.6% |
| 6M | -33.2% | +112.0% | -145.2% | -36.9% |
| YTD | +5.7% | +184.2% | -178.6% | -2.8% |
| 1Y | +9.3% | +222.0% | -212.6% | -0.4% |
| 3Y | +158.3% | +92.6% | +65.8% | +133.1% |
| All | +213.9% | -63.3% | +277.2% | +194.4% |
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