+1.4%
CCL vs IOVA
-64.9%
+66.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -5.0% | +9.7% | -14.8% | -6.2% |
| 30D | -20.3% | +102.5% | -122.9% | -29.1% |
| 3M | -15.1% | +100.7% | -115.8% | -25.2% |
| 6M | -15.1% | +106.3% | -121.4% | -26.5% |
| YTD | -21.8% | +222.0% | -243.8% | -37.6% |
| 1Y | -24.8% | +299.5% | -324.3% | -43.2% |
| 3Y | +51.9% | +42.9% | +8.9% | +12.6% |
| All | +1.4% | -64.9% | +66.3% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling