+241.9%
CORZ vs IOVA
+2.3%
+239.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.9% | -0.5% | +2.9% |
| 7D | -11.2% | -5.2% | -6.1% | -10.5% |
| 30D | -26.2% | -37.8% | +11.5% | -22.7% |
| 3M | -44.1% | +29.5% | -73.6% | -46.4% |
| 6M | -52.3% | +96.6% | -148.8% | -56.8% |
| YTD | -19.2% | +194.5% | -213.7% | -31.1% |
| 1Y | -42.9% | +248.1% | -290.9% | -52.3% |
| All | +241.9% | +2.3% | +239.6% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling