+307.2%
CMCSA vs IOVA
-92.3%
+399.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +4.6% | -8.5% | +13.1% | +4.7% |
| 30D | +19.8% | -44.7% | +64.5% | +20.6% |
| 3M | -0.3% | +26.2% | -26.5% | -1.0% |
| 6M | +0.3% | +123.2% | -122.9% | -1.6% |
| YTD | -6.9% | +196.0% | -202.9% | -9.3% |
| 1Y | +2.6% | +240.9% | -238.3% | -0.3% |
| 3Y | -29.0% | +103.5% | -132.6% | -31.4% |
| 5Y | -42.0% | -65.5% | +23.5% | -43.2% |
| 10Y | +6.4% | +7.0% | -0.6% | +2.7% |
| All | +307.2% | -92.3% | +399.5% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling