+280.5%
CG vs IOVA
-89.4%
+369.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.8% |
| 7D | -1.2% | -5.2% | +4.0% | -1.1% |
| 30D | +5.0% | -37.8% | +42.8% | +6.1% |
| 3M | -18.2% | +29.5% | -47.7% | -19.4% |
| 6M | -20.7% | +96.6% | -117.3% | -23.3% |
| YTD | -31.4% | +194.5% | -225.9% | -34.7% |
| 1Y | -22.3% | +248.1% | -270.3% | -26.4% |
| 3Y | +50.2% | +86.1% | -35.9% | +41.7% |
| 5Y | -22.1% | -67.8% | +45.8% | -24.6% |
| 10Y | +295.5% | +38.6% | +256.9% | +273.7% |
| All | +280.5% | -89.4% | +369.9% | +253.4% |
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