+349.2%
CG vs IOVA
+7.8%
+341.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -1.3% | +5.1% | -6.3% | -1.8% |
| 30D | -3.2% | +37.2% | -40.4% | -7.0% |
| 3M | +6.2% | +117.5% | -111.3% | -5.2% |
| 6M | -4.7% | +69.6% | -74.3% | -13.1% |
| YTD | -20.6% | +218.7% | -239.3% | -34.0% |
| 1Y | -26.4% | +265.5% | -291.9% | -40.5% |
| 3Y | +55.4% | +46.2% | +9.2% | +25.2% |
| 5Y | +9.8% | -63.2% | +73.1% | -2.6% |
| All | +349.2% | +7.8% | +341.4% | +269.9% |
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