+186.1%
COR vs IOVA
-64.9%
+251.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +2.8% | +9.7% | -7.0% | +2.7% |
| 30D | +4.5% | +102.5% | -98.0% | +3.9% |
| 3M | +22.7% | +100.7% | -78.0% | +21.9% |
| 6M | -9.7% | +106.3% | -116.1% | -10.4% |
| YTD | -1.4% | +222.0% | -223.4% | -2.4% |
| 1Y | +13.9% | +299.5% | -285.6% | +12.7% |
| 3Y | +94.0% | +42.9% | +51.0% | +91.6% |
| All | +186.1% | -64.9% | +251.0% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling