+738.2%
CB vs IOVA
-92.3%
+830.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | +0.2% | -5.2% | +5.4% | +0.3% |
| 30D | +9.1% | -37.8% | +46.8% | +9.4% |
| 3M | +3.4% | +29.5% | -26.1% | +3.0% |
| 6M | +14.1% | +96.6% | -82.5% | +13.0% |
| YTD | +18.0% | +194.5% | -176.5% | +16.3% |
| 1Y | +30.1% | +248.1% | -217.9% | +28.0% |
| 3Y | +71.8% | +86.1% | -14.3% | +68.4% |
| 5Y | +101.8% | -67.8% | +169.7% | +99.6% |
| 10Y | +252.1% | +38.6% | +213.5% | +243.9% |
| All | +738.2% | -92.3% | +830.6% | +692.1% |
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 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