-15.9%
CMCSA vs IOVA
+244.9%
-260.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.4% |
| 7D | -5.6% | -6.4% | +0.9% | -5.4% |
| 30D | -1.9% | +25.4% | -27.3% | -2.5% |
| 3M | +6.4% | +115.3% | -108.9% | +4.0% |
| 6M | -16.9% | +56.5% | -73.5% | -18.7% |
| YTD | -6.8% | +198.2% | -205.0% | -8.7% |
| 1Y | -15.9% | +242.0% | -257.9% | -16.2% |
| All | -15.9% | +244.9% | -260.8% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling