+415.3%
CPRT vs IOVA
+6.6%
+408.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | +0.4% | +5.1% | -4.7% | 0.0% |
| 30D | +9.9% | +37.2% | -27.3% | +7.1% |
| 3M | +5.6% | +117.5% | -111.9% | -1.8% |
| 6M | -13.6% | +69.6% | -83.2% | -18.7% |
| YTD | -16.7% | +218.7% | -235.4% | -26.3% |
| 1Y | -33.1% | +265.5% | -298.7% | -42.1% |
| 3Y | -27.1% | +46.2% | -73.3% | -37.6% |
| 5Y | -9.9% | -63.2% | +53.4% | -16.6% |
| 10Y | +415.3% | +6.1% | +409.2% | +311.2% |
| All | +415.3% | +6.6% | +408.7% | +311.2% |
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