+140.6%
CNP vs IOVA
-0.9%
+141.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | +0.1% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +4.0% | -47.4% | +51.4% | +6.1% |
| 3M | +1.6% | +13.2% | -11.6% | +0.2% |
| 6M | -1.7% | +114.3% | -116.0% | -6.2% |
| YTD | +8.6% | +179.5% | -170.9% | +1.7% |
| 1Y | +5.8% | +200.4% | -194.6% | -1.4% |
| 3Y | +63.0% | +92.2% | -29.2% | +47.1% |
| 5Y | +74.7% | -63.8% | +138.4% | +65.6% |
| All | +140.6% | -0.9% | +141.5% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling