+34.3%
CP vs IOVA
-64.9%
+99.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -2.7% | +9.7% | -12.4% | -3.0% |
| 30D | +0.2% | +102.5% | -102.4% | -2.5% |
| 3M | +2.6% | +100.7% | -98.1% | -0.4% |
| 6M | +6.0% | +106.3% | -100.4% | +2.4% |
| YTD | +24.9% | +222.0% | -197.0% | +18.2% |
| 1Y | +20.1% | +299.5% | -279.4% | +12.1% |
| 3Y | +16.4% | +42.9% | -26.5% | +9.3% |
| All | +34.3% | -64.9% | +99.2% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling