-26.9%
CCL vs IOVA
+254.2%
-281.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.1% |
| 7D | -4.4% | -2.2% | -2.2% | -4.3% |
| 30D | -18.2% | +31.7% | -49.9% | -19.1% |
| 3M | -17.7% | +117.3% | -135.0% | -21.4% |
| 6M | -13.0% | +55.8% | -68.8% | -16.1% |
| YTD | -24.5% | +208.8% | -233.3% | -29.5% |
| 1Y | -26.9% | +255.7% | -282.6% | -30.9% |
| All | -26.9% | +254.2% | -281.1% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling