+8.9%
CRCL vs IOVA
+367.4%
-358.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.3% | -0.3% |
| 7D | -11.2% | -2.2% | -9.1% | -11.0% |
| 30D | +27.1% | +27.6% | -0.5% | +23.8% |
| 3M | +9.6% | +117.2% | -107.5% | +0.3% |
| 6M | -19.7% | +77.7% | -97.4% | -26.0% |
| YTD | +14.2% | +215.0% | -200.8% | 0.0% |
| 1Y | -32.2% | +255.4% | -287.6% | -40.6% |
| All | +8.9% | +367.4% | -358.5% | -8.1% |
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