-3.6%
COR vs IOVA
+233.9%
-237.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +2.4% | -8.5% | +10.9% | +2.5% |
| 30D | +7.7% | -44.7% | +52.4% | +8.3% |
| 3M | +7.5% | +26.2% | -18.7% | +5.8% |
| 6M | +34.1% | +123.2% | -89.1% | +29.5% |
| YTD | +3.9% | +196.0% | -192.1% | -1.1% |
| 1Y | -3.6% | +240.9% | -244.6% | -8.8% |
| All | -3.6% | +233.9% | -237.5% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling