-50.8%
CCI vs IOVA
-63.5%
+12.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +0.2% | +5.1% | -4.9% | 0.0% |
| 30D | +0.5% | +37.2% | -36.7% | -0.8% |
| 3M | -16.3% | +117.5% | -133.8% | -19.1% |
| 6M | -13.9% | +69.6% | -83.5% | -16.4% |
| YTD | -12.4% | +218.7% | -231.1% | -17.2% |
| 1Y | -15.2% | +265.5% | -280.7% | -20.4% |
| 3Y | -9.9% | +46.2% | -56.1% | -17.1% |
| 5Y | -50.8% | -63.2% | +12.4% | -53.5% |
| All | -50.8% | -63.5% | +12.7% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling