+362.4%
CFG vs IOVA
+25.6%
+336.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +1.5% | +9.7% | -8.2% | +0.8% |
| 30D | -3.8% | +102.5% | -106.4% | -10.2% |
| 3M | +11.5% | +100.7% | -89.2% | +3.6% |
| 6M | +19.2% | +106.3% | -87.1% | +9.6% |
| YTD | +23.7% | +222.0% | -198.3% | +8.5% |
| 1Y | +38.8% | +299.5% | -260.7% | +18.2% |
| 3Y | +178.9% | +42.9% | +136.0% | +140.2% |
| 5Y | +101.8% | -65.0% | +166.8% | +85.3% |
| 10Y | +317.3% | +10.3% | +307.0% | +222.9% |
| All | +362.4% | +25.6% | +336.8% | +239.0% |
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