+8.5%
CRCL vs IOVA
+342.4%
-333.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -2.5% |
| 7D | -12.5% | -6.4% | -6.1% | -11.8% |
| 30D | +26.9% | +25.4% | +1.5% | +23.9% |
| 3M | +14.4% | +115.3% | -100.9% | +4.8% |
| 6M | -23.5% | +56.5% | -80.1% | -28.7% |
| YTD | +13.9% | +198.2% | -184.3% | +0.3% |
| 1Y | -20.6% | +242.0% | -262.6% | -29.9% |
| All | +8.5% | +342.4% | -333.9% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling