-65.0%
CBRS vs IOVA
+112.6%
-177.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.7% | +9.5% | +11.0% |
| 7D | +21.2% | -3.5% | +24.7% | +21.7% |
| 30D | -23.2% | -45.4% | +22.2% | -20.4% |
| 3M | -52.9% | +19.0% | -72.0% | -53.8% |
| All | -65.0% | +112.6% | -177.7% | -65.3% |
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