-3.1%
COR vs IOVA
+189.0%
-192.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.5% | -0.1% |
| 7D | +2.9% | -1.4% | +4.3% | +2.9% |
| 30D | +5.8% | -47.4% | +53.2% | +6.5% |
| 3M | +11.4% | +13.2% | -1.8% | +9.9% |
| 6M | +34.5% | +114.3% | -79.9% | +29.9% |
| YTD | +4.1% | +179.5% | -175.4% | -0.9% |
| 1Y | -3.1% | +200.4% | -203.5% | -7.6% |
| All | -3.1% | +189.0% | -192.1% | -7.6% |
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 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