+1,417.2%
CPRT vs IOVA
-92.2%
+1,509.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.5% |
| 7D | +1.6% | +1.9% | -0.2% | +1.6% |
| 30D | +18.8% | -44.1% | +62.9% | +19.9% |
| 3M | +9.4% | +28.9% | -19.5% | +8.3% |
| 6M | -4.4% | +125.7% | -130.1% | -6.8% |
| YTD | -17.1% | +199.3% | -216.4% | -20.0% |
| 1Y | -19.9% | +255.2% | -275.1% | -23.0% |
| 3Y | -30.5% | +106.8% | -137.3% | -33.7% |
| 5Y | -15.9% | -67.1% | +51.1% | -18.0% |
| 10Y | +386.7% | +16.7% | +370.0% | +364.2% |
| All | +1,417.2% | -92.2% | +1,509.5% | +1,358.5% |
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