+512.3%
COR vs IOVA
+28.7%
+483.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +3.6% |
| 7D | +2.3% | +1.9% | +0.5% | +2.3% |
| 30D | +6.8% | -44.1% | +50.9% | +8.5% |
| 3M | +8.1% | +28.9% | -20.8% | +6.1% |
| 6M | +33.0% | +125.7% | -92.7% | +27.0% |
| YTD | +3.0% | +199.3% | -196.3% | -3.4% |
| 1Y | -3.4% | +255.2% | -258.6% | -10.2% |
| 3Y | +80.1% | +106.8% | -26.7% | +61.8% |
| 5Y | +194.7% | -67.1% | +261.8% | +185.3% |
| 10Y | +512.3% | +16.7% | +495.6% | +386.4% |
| All | +512.3% | +28.7% | +483.6% | +386.4% |
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