+139.8%
CNP vs IOVA
+28.7%
+111.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -4.3% | +1.9% | -6.2% | -4.4% |
| 30D | +5.7% | -44.1% | +49.8% | +7.6% |
| 3M | +0.9% | +28.9% | -27.9% | -1.0% |
| 6M | -1.1% | +125.7% | -126.7% | -5.8% |
| YTD | +8.3% | +199.3% | -191.0% | +1.1% |
| 1Y | +5.9% | +255.2% | -249.3% | -2.0% |
| 3Y | +64.6% | +106.8% | -42.2% | +48.2% |
| 5Y | +74.6% | -67.1% | +141.7% | +67.0% |
| 10Y | +139.8% | +16.7% | +123.1% | +122.7% |
| All | +139.8% | +28.7% | +111.2% | +122.7% |
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