-29.0%
CMCSA vs IOVA
+103.0%
-132.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +4.6% | -8.5% | +13.1% | +4.8% |
| 30D | +19.8% | -44.7% | +64.5% | +21.3% |
| 3M | -0.3% | +26.2% | -26.5% | -2.4% |
| 6M | +0.3% | +123.2% | -122.9% | -4.8% |
| YTD | -6.9% | +196.0% | -202.9% | -13.2% |
| 1Y | +2.6% | +240.9% | -238.3% | -5.1% |
| 3Y | -29.0% | +103.5% | -132.6% | -39.1% |
| All | -29.0% | +103.0% | -132.0% | -39.1% |
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