+471.5%
CF vs IOVA
+7.2%
+464.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +10.4% | -7.0% | +17.4% | +10.7% |
| 30D | +7.6% | -44.4% | +52.0% | +10.0% |
| 3M | +5.2% | +24.7% | -19.5% | +2.7% |
| 6M | -0.1% | +118.6% | -118.7% | -6.2% |
| YTD | +61.7% | +196.3% | -134.7% | +46.5% |
| 1Y | +50.3% | +205.3% | -155.0% | +35.6% |
| 3Y | +66.0% | +103.8% | -37.8% | +41.5% |
| 5Y | +114.5% | -65.6% | +180.1% | +102.7% |
| 10Y | +471.5% | +6.4% | +465.1% | +358.2% |
| All | +471.5% | +7.2% | +464.4% | +358.2% |
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 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