+378.6%
CNQ vs IOVA
-91.8%
+470.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | +5.3% | +27.6% | -22.3% | +4.7% |
| 3M | +11.4% | +117.2% | -105.8% | +9.5% |
| 6M | +8.1% | +77.7% | -69.6% | +6.4% |
| YTD | +50.9% | +215.0% | -164.2% | +46.6% |
| 1Y | +63.6% | +255.4% | -191.8% | +58.3% |
| 3Y | +77.2% | +42.6% | +34.6% | +71.7% |
| 5Y | +282.5% | -62.2% | +344.8% | +274.3% |
| 10Y | +416.1% | +8.4% | +407.6% | +396.7% |
| All | +378.6% | -91.8% | +470.4% | +342.6% |
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