+350.2%
CG vs IOVA
-88.4%
+438.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.7% |
| 7D | -4.3% | +9.7% | -14.1% | -4.6% |
| 30D | -5.1% | +102.5% | -107.6% | -7.4% |
| 3M | +8.7% | +100.7% | -92.0% | +5.8% |
| 6M | -9.2% | +106.3% | -115.6% | -11.9% |
| YTD | -18.9% | +222.0% | -240.8% | -22.5% |
| 1Y | -25.6% | +299.5% | -325.2% | -29.7% |
| 3Y | +57.3% | +42.9% | +14.3% | +49.9% |
| 5Y | +10.2% | -65.0% | +75.1% | +6.8% |
| 10Y | +364.2% | +10.3% | +353.9% | +340.9% |
| All | +350.2% | -88.4% | +438.6% | +319.4% |
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