+814.0%
CI vs IOVA
-92.3%
+906.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.7% |
| 7D | -1.6% | -5.2% | +3.6% | -1.5% |
| 30D | +5.4% | -37.8% | +43.2% | +5.8% |
| 3M | +7.3% | +29.5% | -22.2% | +6.8% |
| 6M | +5.3% | +96.6% | -91.3% | +4.2% |
| YTD | +8.5% | +194.5% | -186.0% | +6.8% |
| 1Y | +17.1% | +248.1% | -230.9% | +15.1% |
| 3Y | +1.4% | +86.1% | -84.7% | -0.6% |
| 5Y | +50.5% | -67.8% | +118.3% | +48.7% |
| 10Y | +168.5% | +38.6% | +129.9% | +163.7% |
| All | +814.0% | -92.3% | +906.4% | +814.8% |
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 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