+363.9%
CPRT vs IOVA
-0.9%
+364.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.1% | -0.1% |
| 7D | -1.5% | -1.4% | -0.1% | -1.4% |
| 30D | +21.3% | -47.4% | +68.7% | +26.0% |
| 3M | +10.4% | +13.2% | -2.8% | +7.3% |
| 6M | -4.3% | +114.3% | -118.6% | -12.7% |
| YTD | -18.3% | +179.5% | -197.8% | -28.1% |
| 1Y | -22.5% | +200.4% | -222.9% | -32.5% |
| 3Y | -34.3% | +92.2% | -126.5% | -46.2% |
| 5Y | -17.8% | -63.8% | +46.0% | -25.2% |
| All | +363.9% | -0.9% | +364.8% | +267.1% |
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