+281.7%
CORZ vs IOVA
+2.8%
+278.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.4% |
| 7D | -7.8% | -8.5% | +0.7% | -6.7% |
| 30D | -14.8% | -44.7% | +29.9% | -9.5% |
| 3M | -32.5% | +26.2% | -58.7% | -35.0% |
| 6M | -42.7% | +123.2% | -165.9% | -49.0% |
| YTD | -9.8% | +196.0% | -205.8% | -23.1% |
| 1Y | -31.9% | +240.9% | -272.9% | -43.0% |
| All | +281.7% | +2.8% | +278.9% | +293.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling