+1,403.6%
COR vs IOVA
-92.3%
+1,496.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | +0.8% | -5.2% | +6.0% | +0.9% |
| 30D | +5.1% | -37.8% | +42.9% | +5.4% |
| 3M | +2.8% | +29.5% | -26.6% | +2.4% |
| 6M | +32.5% | +96.6% | -64.0% | +31.4% |
| YTD | -0.7% | +194.5% | -195.2% | -1.9% |
| 1Y | -6.7% | +248.1% | -254.8% | -8.0% |
| 3Y | +73.7% | +86.1% | -12.4% | +70.7% |
| 5Y | +177.9% | -67.8% | +245.7% | +175.2% |
| 10Y | +533.8% | +38.6% | +495.1% | +522.6% |
| All | +1,403.6% | -92.3% | +1,496.0% | +1,392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling