-42.9%
CORZ vs IOVA
+255.8%
-298.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.9% | -0.5% | +2.7% |
| 7D | -11.2% | -5.2% | -6.1% | -10.3% |
| 30D | -26.2% | -37.8% | +11.5% | -22.0% |
| 3M | -44.1% | +29.5% | -73.6% | -46.6% |
| 6M | -52.3% | +96.6% | -148.8% | -57.4% |
| YTD | -19.2% | +194.5% | -213.7% | -34.0% |
| 1Y | -42.9% | +248.1% | -290.9% | -53.5% |
| All | -42.9% | +255.8% | -298.6% | -53.5% |
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 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