+33.7%
CFG vs IOVA
+362.8%
-329.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.4% |
| 7D | +1.8% | -41.3% | +43.0% | +1.8% |
| 30D | +3.3% | -38.5% | +41.8% | +3.3% |
| 3M | -9.8% | +99.5% | -109.4% | -11.0% |
| 6M | +5.2% | +126.0% | -120.8% | +3.1% |
| YTD | +16.1% | +218.7% | -202.6% | +13.8% |
| 1Y | +33.7% | +378.0% | -344.4% | +31.8% |
| All | +33.7% | +362.8% | -329.1% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling