+398.1%
COR vs IOVA
+6.6%
+391.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.9% | +5.1% | -7.0% | -2.1% |
| 30D | +1.5% | +37.2% | -35.7% | +0.2% |
| 3M | +18.7% | +117.5% | -98.8% | +14.4% |
| 6M | -9.0% | +69.6% | -78.6% | -11.8% |
| YTD | -3.3% | +218.7% | -222.0% | -8.9% |
| 1Y | +9.8% | +265.5% | -255.7% | +2.4% |
| 3Y | +87.4% | +46.2% | +41.1% | +72.4% |
| 5Y | +180.5% | -63.2% | +243.7% | +170.9% |
| 10Y | +398.1% | +6.1% | +392.0% | +303.4% |
| All | +398.1% | +6.6% | +391.5% | +303.4% |
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