-41.3%
CORZ vs IOVA
+362.8%
-404.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.5% | -8.9% | -10.2% |
| 7D | -14.9% | -41.3% | +26.3% | -10.7% |
| 30D | -23.1% | -38.5% | +15.4% | -19.7% |
| 3M | -44.1% | +99.5% | -143.6% | -48.7% |
| 6M | -39.5% | +126.0% | -165.5% | -45.2% |
| YTD | -12.4% | +218.7% | -231.0% | -23.7% |
| 1Y | -41.3% | +378.0% | -419.3% | -47.4% |
| All | -41.3% | +362.8% | -404.1% | -47.4% |
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