+1,393.9%
CPRT vs IOVA
-92.3%
+1,486.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.7% |
| 7D | +6.0% | -5.2% | +11.2% | +6.1% |
| 30D | +20.0% | -37.8% | +57.8% | +20.9% |
| 3M | +10.1% | +29.5% | -19.3% | +9.0% |
| 6M | -4.3% | +96.6% | -100.9% | -6.5% |
| YTD | -18.4% | +194.5% | -212.9% | -21.2% |
| 1Y | -20.1% | +248.1% | -268.1% | -23.2% |
| 3Y | -30.4% | +86.1% | -116.5% | -33.4% |
| 5Y | -17.0% | -67.8% | +50.9% | -19.0% |
| 10Y | +403.2% | +38.6% | +364.6% | +379.5% |
| All | +1,393.9% | -92.3% | +1,486.2% | +1,336.5% |
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