+252.7%
CCI vs IOVA
-92.3%
+345.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.4% | -7.0% | +3.6% | -3.3% |
| 30D | +9.9% | -44.4% | +54.4% | +10.5% |
| 3M | +22.7% | +24.7% | -2.0% | +22.2% |
| 6M | +0.8% | +118.6% | -117.8% | -0.3% |
| YTD | +4.1% | +196.3% | -192.2% | +2.5% |
| 1Y | -0.6% | +205.3% | -205.9% | -2.3% |
| 3Y | +9.4% | +103.8% | -94.3% | +7.1% |
| 5Y | -36.8% | -65.6% | +28.7% | -37.7% |
| 10Y | +65.4% | +6.4% | +59.0% | +62.4% |
| All | +252.7% | -92.3% | +345.0% | +244.4% |
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