+682.1%
CB vs IOVA
-91.6%
+773.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +0.5% | +9.7% | -9.2% | +0.4% |
| 30D | -3.1% | +102.5% | -105.6% | -3.8% |
| 3M | +9.0% | +100.7% | -91.7% | +8.2% |
| 6M | +2.9% | +106.3% | -103.5% | +2.0% |
| YTD | +10.1% | +222.0% | -211.9% | +8.7% |
| 1Y | +22.8% | +299.5% | -276.8% | +20.8% |
| 3Y | +73.8% | +42.9% | +30.9% | +71.0% |
| 5Y | +99.2% | -65.0% | +164.2% | +97.1% |
| 10Y | +218.2% | +10.3% | +207.9% | +211.5% |
| All | +682.1% | -91.6% | +773.7% | +639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling