+51.2%
CI vs IOVA
-63.3%
+114.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +1.2% | -3.5% | +4.6% | +1.2% |
| 30D | +2.6% | -45.4% | +48.0% | +3.5% |
| 3M | +7.4% | +19.0% | -11.6% | +6.4% |
| 6M | -0.1% | +112.0% | -112.1% | -2.5% |
| YTD | +9.7% | +184.2% | -174.5% | +6.1% |
| 1Y | +12.1% | +222.0% | -209.9% | +8.0% |
| 3Y | +7.0% | +92.6% | -85.5% | +2.1% |
| All | +51.2% | -63.3% | +114.5% | +47.1% |
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