+305.9%
CG vs IOVA
+12.2%
+293.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +2.0% | -8.5% | +10.4% | +2.9% |
| 30D | +8.5% | -44.7% | +53.3% | +14.1% |
| 3M | -12.1% | +26.2% | -38.4% | -16.9% |
| 6M | -16.4% | +123.2% | -139.6% | -27.7% |
| YTD | -28.0% | +196.0% | -223.9% | -41.1% |
| 1Y | -18.9% | +240.9% | -259.8% | -35.1% |
| 3Y | +51.2% | +103.5% | -52.3% | +14.6% |
| 5Y | -15.9% | -65.5% | +49.6% | -26.6% |
| 10Y | +305.9% | +7.0% | +298.9% | +215.1% |
| All | +305.9% | +12.2% | +293.7% | +215.1% |
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 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