+6.0%
CMCSA vs IOVA
+3.8%
+2.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.6% |
| 7D | -5.6% | -6.4% | +0.9% | -5.2% |
| 30D | -1.9% | +25.4% | -27.3% | -3.3% |
| 3M | +6.4% | +115.3% | -108.9% | +0.7% |
| 6M | -16.9% | +56.5% | -73.5% | -20.3% |
| YTD | -6.8% | +198.2% | -205.0% | -14.5% |
| 1Y | -15.9% | +242.0% | -257.9% | -24.0% |
| 3Y | -33.4% | +36.8% | -70.2% | -40.4% |
| 5Y | -46.7% | -64.3% | +17.6% | -49.9% |
| All | +6.0% | +3.8% | +2.1% | -6.7% |
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