-69.9%
CPNG vs IOVA
-75.2%
+5.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -6.3% | +5.1% | -11.3% | -6.8% |
| 30D | -8.7% | +37.2% | -46.0% | -12.3% |
| 3M | -2.4% | +117.5% | -119.9% | -12.6% |
| 6M | -22.3% | +69.6% | -91.9% | -29.1% |
| YTD | -37.2% | +218.7% | -255.9% | -47.7% |
| 1Y | -53.0% | +265.5% | -318.5% | -62.1% |
| 3Y | -20.0% | +46.2% | -66.3% | -38.7% |
| 5Y | -52.8% | -63.2% | +10.5% | -57.5% |
| All | -69.9% | -75.2% | +5.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling