+73.0%
CF vs IOVA
+44.8%
+28.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.2% |
| 7D | +6.0% | +9.7% | -3.7% | +6.1% |
| 30D | +14.8% | +102.5% | -87.7% | +15.7% |
| 3M | +14.1% | +100.7% | -86.6% | +15.0% |
| 6M | +28.5% | +106.3% | -77.8% | +29.7% |
| YTD | +74.9% | +222.0% | -147.0% | +75.6% |
| 1Y | +61.7% | +299.5% | -237.9% | +61.7% |
| All | +73.0% | +44.8% | +28.2% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling