+1,391.9%
COR vs IOVA
-91.6%
+1,483.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.8% |
| 6M | -9.7% | +106.3% | -116.1% | -10.4% |
| YTD | -1.4% | +222.0% | -223.4% | -2.6% |
| 1Y | +13.9% | +299.5% | -285.6% | +12.3% |
| 3Y | +94.0% | +42.9% | +51.0% | +91.2% |
| 5Y | +184.0% | -65.0% | +249.0% | +181.5% |
| 10Y | +406.8% | +10.3% | +396.5% | +398.3% |
| All | +1,391.9% | -91.6% | +1,483.5% | +1,381.5% |
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 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