-34.0%
CCL vs IOVA
+0.8%
-34.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -1.2% | -3.5% | +2.3% | -0.7% |
| 30D | +13.1% | -45.4% | +58.5% | +20.5% |
| 3M | +3.4% | +19.0% | -15.6% | -1.8% |
| 6M | +18.7% | +112.0% | -93.3% | +1.5% |
| YTD | -2.3% | +184.2% | -186.5% | -21.6% |
| 1Y | +14.2% | +222.0% | -207.8% | -10.6% |
| 3Y | +133.6% | +92.6% | +41.0% | +69.4% |
| 5Y | +33.5% | -63.2% | +96.7% | +13.8% |
| All | -34.0% | +0.8% | -34.8% | -47.3% |
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 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