+415.5%
CNQ vs IOVA
+9.7%
+405.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.2% | -0.9% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +6.2% | +27.6% | -21.4% | +4.3% |
| 3M | +12.4% | +117.2% | -104.8% | +5.5% |
| 6M | +9.0% | +77.7% | -68.7% | +3.0% |
| YTD | +52.2% | +215.0% | -162.8% | +36.8% |
| 1Y | +65.0% | +255.4% | -190.3% | +45.8% |
| 3Y | +78.8% | +42.6% | +36.2% | +57.0% |
| 5Y | +286.0% | -62.2% | +348.2% | +259.2% |
| All | +415.5% | +9.7% | +405.8% | +342.5% |
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 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