+1,476.6%
CPRT vs IOVA
-91.6%
+1,568.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +2.2% | +9.7% | -7.5% | +2.0% |
| 30D | +16.6% | +102.5% | -85.9% | +14.7% |
| 3M | +9.6% | +100.7% | -91.1% | +7.6% |
| 6M | -11.1% | +106.3% | -117.5% | -13.0% |
| YTD | -13.9% | +222.0% | -235.8% | -16.6% |
| 1Y | -32.5% | +299.5% | -332.1% | -35.2% |
| 3Y | -25.0% | +42.9% | -68.0% | -27.7% |
| 5Y | -7.4% | -65.0% | +57.6% | -9.5% |
| 10Y | +422.0% | +10.3% | +411.7% | +399.6% |
| All | +1,476.6% | -91.6% | +1,568.3% | +1,419.6% |
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