+5.4%
CMCSA vs IOVA
+7.2%
-1.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | -7.0% | +7.7% | +1.0% |
| 30D | +21.0% | -44.4% | +65.4% | +23.8% |
| 3M | -0.9% | +24.7% | -25.6% | -3.7% |
| 6M | +2.9% | +118.6% | -115.8% | -4.1% |
| YTD | -5.9% | +196.3% | -202.2% | -14.7% |
| 1Y | +2.5% | +205.3% | -202.8% | -7.5% |
| 3Y | -28.3% | +103.8% | -132.0% | -38.0% |
| 5Y | -40.8% | -65.6% | +24.8% | -44.9% |
| 10Y | +5.4% | +6.4% | -1.0% | -7.9% |
| All | +5.4% | +7.2% | -1.8% | -7.9% |
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