-30.4%
CMCSA vs IOVA
+50.0%
-80.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.1% | +5.1% | -5.0% | -0.1% |
| 30D | +3.8% | +37.2% | -33.4% | +2.4% |
| 3M | +12.3% | +117.5% | -105.2% | +8.2% |
| 6M | -15.4% | +69.6% | -85.0% | -18.0% |
| YTD | -2.5% | +218.7% | -221.2% | -8.2% |
| 1Y | -13.4% | +265.5% | -278.9% | -19.2% |
| 3Y | -30.4% | +46.2% | -76.6% | -38.2% |
| All | -30.4% | +50.0% | -80.4% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling