+274.8%
CG vs IOVA
+0.8%
+274.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +0.2% | -3.5% | +3.7% | +0.6% |
| 30D | +11.2% | -45.4% | +56.6% | +17.1% |
| 3M | -22.1% | +19.0% | -41.1% | -25.8% |
| 6M | -17.9% | +112.0% | -129.9% | -28.6% |
| YTD | -31.3% | +184.2% | -215.5% | -43.5% |
| 1Y | -24.0% | +222.0% | -246.0% | -38.7% |
| 3Y | +45.0% | +92.6% | -47.6% | +10.5% |
| 5Y | -22.6% | -63.2% | +40.5% | -33.0% |
| All | +274.8% | +0.8% | +274.1% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling