-39.5%
CAT vs IOVA
+101.5%
-141.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.6% |
| 7D | -10.3% | -5.2% | -5.1% | -9.9% |
| 30D | -31.2% | -37.8% | +6.6% | -28.9% |
| 3M | -34.7% | +29.5% | -64.1% | -33.5% |
| 6M | -39.5% | +96.6% | -136.1% | -39.7% |
| All | -39.5% | +101.5% | -141.0% | -39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling