+181.4%
COR vs IOVA
-67.9%
+249.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | +0.8% | -5.2% | +6.0% | +0.8% |
| 30D | +5.1% | -37.8% | +42.9% | +5.3% |
| 3M | +2.8% | +29.5% | -26.6% | +2.4% |
| 6M | +32.5% | +96.6% | -64.0% | +31.6% |
| YTD | -0.7% | +194.5% | -195.2% | -1.6% |
| 1Y | -6.7% | +248.1% | -254.8% | -7.7% |
| 3Y | +73.7% | +86.1% | -12.4% | +71.1% |
| All | +181.4% | -67.9% | +249.3% | +182.2% |
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