+71.4%
CB vs IOVA
+103.0%
-31.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | +0.7% | -8.5% | +9.2% | +0.7% |
| 30D | +8.2% | -44.7% | +52.9% | +7.9% |
| 3M | +6.3% | +26.2% | -20.0% | +6.2% |
| 6M | +16.2% | +123.2% | -107.0% | +16.3% |
| YTD | +19.3% | +196.0% | -176.6% | +19.3% |
| 1Y | +29.2% | +240.9% | -211.7% | +29.1% |
| 3Y | +71.4% | +103.5% | -32.1% | +75.6% |
| All | +71.4% | +103.0% | -31.6% | +75.6% |
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