+334.6%
CNP vs IOVA
-91.6%
+426.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | +1.1% | +9.7% | -8.6% | +1.0% |
| 30D | -1.8% | +102.5% | -104.4% | -2.6% |
| 3M | -4.6% | +100.7% | -105.3% | -5.5% |
| 6M | -8.8% | +106.3% | -115.2% | -9.8% |
| YTD | +5.2% | +222.0% | -216.7% | +3.6% |
| 1Y | +8.3% | +299.5% | -291.2% | +6.3% |
| 3Y | +54.9% | +42.9% | +12.0% | +52.1% |
| 5Y | +73.5% | -65.0% | +138.5% | +71.4% |
| 10Y | +139.1% | +10.3% | +128.8% | +134.5% |
| All | +334.6% | -91.6% | +426.2% | +321.6% |
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