-41.0%
CCL vs IOVA
+6.6%
-47.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -0.1% | +5.1% | -5.2% | -0.8% |
| 30D | -20.0% | +37.2% | -57.2% | -23.7% |
| 3M | -13.7% | +117.5% | -131.2% | -24.5% |
| 6M | -9.0% | +69.6% | -78.6% | -18.4% |
| YTD | -22.8% | +218.7% | -241.5% | -37.6% |
| 1Y | -25.3% | +265.5% | -290.9% | -41.8% |
| 3Y | +54.1% | +46.2% | +7.9% | +18.7% |
| 5Y | +3.5% | -63.2% | +66.7% | -9.9% |
| 10Y | -41.0% | +6.1% | -47.1% | -53.0% |
| All | -41.0% | +6.6% | -47.7% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling