+260.5%
CP vs IOVA
+0.8%
+259.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +2.1% | -3.5% | +5.6% | +2.3% |
| 30D | +9.3% | -45.4% | +54.7% | +12.2% |
| 3M | +0.5% | +19.0% | -18.6% | -1.7% |
| 6M | +10.4% | +112.0% | -101.6% | +3.5% |
| YTD | +28.7% | +184.2% | -155.6% | +17.2% |
| 1Y | +33.2% | +222.0% | -188.8% | +20.0% |
| 3Y | +38.4% | +92.6% | -54.1% | +20.6% |
| 5Y | +26.2% | -63.2% | +89.4% | +17.6% |
| All | +260.5% | +0.8% | +259.7% | +210.8% |
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