+322.1%
CORZ vs IOVA
-1.3%
+323.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +23.5% | -3.5% | +27.0% | +24.0% |
| 30D | +7.5% | -45.4% | +52.9% | +14.3% |
| 3M | -26.6% | +19.0% | -45.6% | -28.9% |
| 6M | -39.5% | +112.0% | -151.5% | -45.8% |
| YTD | -0.3% | +184.2% | -184.5% | -14.6% |
| 1Y | -4.2% | +222.0% | -226.2% | -19.2% |
| All | +322.1% | -1.3% | +323.4% | +337.6% |
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