-45.0%
CMCSA vs IOVA
-63.5%
+18.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.1% |
| 3M | +12.3% | +117.5% | -105.2% | +7.4% |
| 6M | -15.4% | +69.6% | -85.0% | -18.5% |
| YTD | -2.5% | +218.7% | -221.2% | -9.4% |
| 1Y | -13.4% | +265.5% | -278.9% | -20.4% |
| 3Y | -30.4% | +46.2% | -76.6% | -36.8% |
| 5Y | -45.0% | -63.2% | +18.2% | -46.5% |
| All | -45.0% | -63.5% | +18.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling