+257.6%
CP vs IOVA
+28.7%
+228.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +2.8% | +1.9% | +0.9% | +2.6% |
| 30D | +11.3% | -44.1% | +55.4% | +14.1% |
| 3M | +2.9% | +28.9% | -26.0% | +0.2% |
| 6M | +9.8% | +125.7% | -115.9% | +2.5% |
| YTD | +28.5% | +199.3% | -170.7% | +16.7% |
| 1Y | +33.5% | +255.2% | -221.7% | +19.5% |
| 3Y | +31.9% | +106.8% | -74.9% | +14.4% |
| 5Y | +25.5% | -67.1% | +92.6% | +18.3% |
| 10Y | +257.6% | +16.7% | +240.9% | +207.4% |
| All | +257.6% | +28.7% | +228.9% | +207.4% |
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 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