+196.0%
CCI vs IOVA
-91.6%
+287.6%
-55.8%
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 | -0.4% | +9.7% | -10.1% | -0.5% |
| 30D | +2.7% | +102.5% | -99.8% | +1.9% |
| 3M | -18.2% | +100.7% | -118.9% | -18.9% |
| 6M | -14.8% | +106.3% | -121.1% | -15.6% |
| YTD | -12.6% | +222.0% | -234.6% | -13.9% |
| 1Y | -16.7% | +299.5% | -316.3% | -18.2% |
| 3Y | -10.5% | +42.9% | -53.4% | -12.1% |
| 5Y | -51.4% | -65.0% | +13.6% | -52.0% |
| 10Y | +20.0% | +10.3% | +9.7% | +18.0% |
| All | +196.0% | -91.6% | +287.6% | +189.3% |
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 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