+6.4%
CCL vs IOVA
-92.2%
+98.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +4.1% |
| 7D | +3.1% | +1.9% | +1.2% | +3.0% |
| 30D | +17.5% | -44.1% | +61.6% | +19.2% |
| 3M | +6.8% | +28.9% | -22.0% | +5.4% |
| 6M | +18.7% | +125.7% | -107.0% | +14.5% |
| YTD | +3.0% | +199.3% | -196.2% | -1.9% |
| 1Y | +17.7% | +255.2% | -237.5% | +11.3% |
| 3Y | +155.6% | +106.8% | +48.8% | +140.5% |
| 5Y | +30.2% | -67.1% | +97.3% | +25.9% |
| 10Y | -28.5% | +16.7% | -45.2% | -31.7% |
| All | +6.4% | -92.2% | +98.6% | -1.0% |
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 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