+42.5%
CI vs IOVA
-64.9%
+107.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +1.3% | +9.7% | -8.4% | +1.1% |
| 30D | +4.4% | +102.5% | -98.1% | +2.5% |
| 3M | +0.7% | +100.7% | -100.0% | -1.3% |
| 6M | +0.3% | +106.3% | -106.0% | -1.9% |
| YTD | +3.8% | +222.0% | -218.2% | +0.3% |
| 1Y | -5.5% | +299.5% | -305.0% | -9.3% |
| 3Y | +8.1% | +42.9% | -34.8% | +4.0% |
| All | +42.5% | -64.9% | +107.4% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling