+613.9%
CF vs IOVA
-92.6%
+706.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -11.0% | +17.2% | +6.4% |
| 7D | +0.4% | -19.0% | +19.4% | +0.7% |
| 30D | +2.2% | -40.3% | +42.5% | +2.9% |
| 3M | +2.1% | +78.3% | -76.2% | +0.6% |
| 6M | -6.5% | +94.5% | -101.0% | -8.3% |
| YTD | +55.6% | +183.5% | -128.0% | +51.0% |
| 1Y | +42.3% | +327.6% | -285.3% | +36.8% |
| 3Y | +55.7% | +83.8% | -28.1% | +49.5% |
| 5Y | +122.4% | -69.0% | +191.5% | +117.7% |
| 10Y | +568.5% | +33.4% | +535.1% | +536.7% |
| All | +613.9% | -92.6% | +706.6% | +569.3% |
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