+568.0%
CF vs IOVA
+34.0%
+534.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.5% |
| 7D | -3.2% | -5.2% | +2.0% | -3.0% |
| 30D | +4.3% | -37.8% | +42.1% | +6.2% |
| 3M | +2.8% | +29.5% | -26.7% | +0.1% |
| 6M | +0.6% | +96.6% | -96.0% | -5.3% |
| YTD | +56.6% | +194.5% | -137.9% | +41.5% |
| 1Y | +49.6% | +248.1% | -198.4% | +33.2% |
| 3Y | +61.5% | +86.1% | -24.6% | +38.0% |
| 5Y | +124.0% | -67.8% | +191.8% | +112.9% |
| All | +568.0% | +34.0% | +534.0% | +382.8% |
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