+76.6%
CB vs IOVA
+44.8%
+31.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +0.5% | +9.7% | -9.2% | +0.5% |
| 30D | -3.1% | +102.5% | -105.6% | -3.1% |
| 3M | +9.0% | +100.7% | -91.7% | +9.0% |
| 6M | +2.9% | +106.3% | -103.5% | +2.9% |
| YTD | +10.1% | +222.0% | -211.9% | +9.9% |
| 1Y | +22.8% | +299.5% | -276.8% | +22.4% |
| All | +76.6% | +44.8% | +31.8% | +73.1% |
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