+3.2%
CMCSA vs IOVA
-0.9%
+4.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +18.8% | -47.4% | +66.2% | +21.9% |
| 3M | -1.1% | +13.2% | -14.3% | -3.4% |
| 6M | +2.5% | +114.3% | -111.8% | -4.4% |
| YTD | -6.7% | +179.5% | -186.2% | -15.2% |
| 1Y | 0.0% | +200.4% | -200.4% | -9.8% |
| 3Y | -28.9% | +92.2% | -121.1% | -38.3% |
| 5Y | -41.1% | -63.8% | +22.6% | -45.5% |
| All | +3.2% | -0.9% | +4.1% | -9.6% |
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