+774.7%
CI vs IOVA
-91.6%
+866.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +1.3% | +9.7% | -8.4% | +1.2% |
| 30D | +4.4% | +102.5% | -98.1% | +3.6% |
| 3M | +0.7% | +100.7% | -100.0% | -0.2% |
| 6M | +0.3% | +106.3% | -106.0% | -0.6% |
| YTD | +3.8% | +222.0% | -218.2% | +2.3% |
| 1Y | -5.5% | +299.5% | -305.0% | -7.2% |
| 3Y | +8.1% | +42.9% | -34.8% | +6.3% |
| 5Y | +42.8% | -65.0% | +107.8% | +41.2% |
| 10Y | +143.9% | +10.3% | +133.6% | +139.8% |
| All | +774.7% | -91.6% | +866.3% | +776.2% |
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 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