+150.9%
CI vs IOVA
+7.2%
+143.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -7.0% | +5.7% | -1.0% |
| 30D | +6.4% | -44.4% | +50.8% | +8.6% |
| 3M | +10.7% | +24.7% | -14.0% | +8.3% |
| 6M | +5.5% | +118.6% | -113.2% | -0.2% |
| YTD | +11.4% | +196.3% | -185.0% | +2.9% |
| 1Y | +15.0% | +205.3% | -190.3% | +6.0% |
| 3Y | +9.0% | +103.8% | -94.8% | -3.6% |
| 5Y | +52.0% | -65.6% | +117.5% | +44.8% |
| 10Y | +150.9% | +6.4% | +144.5% | +110.8% |
| All | +150.9% | +7.2% | +143.8% | +110.8% |
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