-4.5%
COR vs IOVA
+237.6%
-242.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.4% |
| 3M | +8.1% | +28.9% | -20.8% | +6.4% |
| 6M | +33.0% | +125.7% | -92.7% | +28.4% |
| YTD | +3.0% | +199.3% | -196.3% | -1.9% |
| All | -4.5% | +237.6% | -242.1% | -9.6% |
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