+245.6%
CRH vs IOVA
+9.7%
+235.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.6% | +0.6% |
| 7D | -6.1% | -2.2% | -3.9% | -5.9% |
| 30D | -9.3% | +27.6% | -36.9% | -11.1% |
| 3M | -15.2% | +117.2% | -132.4% | -21.0% |
| 6M | -14.2% | +77.7% | -91.9% | -19.4% |
| YTD | -28.3% | +215.0% | -243.3% | -36.1% |
| 1Y | -21.8% | +255.4% | -277.1% | -31.6% |
| 3Y | +71.6% | +42.6% | +29.0% | +49.4% |
| 5Y | +96.6% | -62.2% | +158.8% | +81.3% |
| All | +245.6% | +9.7% | +235.9% | +178.0% |
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