-70.2%
CPNG vs IOVA
-76.8%
+6.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -5.4% | -6.4% | +1.0% | -4.7% |
| 30D | -11.1% | +25.4% | -36.5% | -13.7% |
| 3M | -3.0% | +115.3% | -118.3% | -13.1% |
| 6M | -23.5% | +56.5% | -80.1% | -29.5% |
| YTD | -37.8% | +198.2% | -236.0% | -47.8% |
| 1Y | -54.3% | +242.0% | -296.3% | -62.9% |
| 3Y | -20.8% | +36.8% | -57.6% | -38.8% |
| 5Y | -51.1% | -64.3% | +13.2% | -55.9% |
| All | -70.2% | -76.8% | +6.5% | -71.0% |
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