+60.4%
CFG vs IOVA
-63.3%
+123.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +3.2% | -3.5% | +6.7% | +3.4% |
| 30D | +5.1% | -45.4% | +50.5% | +8.3% |
| 3M | -11.2% | +19.0% | -30.3% | -13.7% |
| 6M | +9.6% | +112.0% | -102.5% | +1.0% |
| YTD | +15.0% | +184.2% | -169.3% | +2.4% |
| 1Y | +29.9% | +222.0% | -192.1% | +14.2% |
| 3Y | +192.1% | +92.6% | +99.5% | +150.6% |
| All | +60.4% | -63.3% | +123.7% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling