+471.5%
CF vs IOVA
+0.8%
+470.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | +4.8% | -3.5% | +8.3% | +4.9% |
| 30D | +4.7% | -45.4% | +50.1% | +7.2% |
| 3M | +7.4% | +19.0% | -11.6% | +5.1% |
| 6M | +0.6% | +112.0% | -111.4% | -5.5% |
| YTD | +64.1% | +184.2% | -120.1% | +49.0% |
| 1Y | +51.4% | +222.0% | -170.6% | +36.0% |
| 3Y | +67.8% | +92.6% | -24.8% | +43.5% |
| 5Y | +114.1% | -63.2% | +177.3% | +100.1% |
| All | +471.5% | +0.8% | +470.7% | +358.9% |
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 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