+94.1%
CRH vs IOVA
-62.2%
+156.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.6% | +0.7% |
| 7D | -6.1% | -2.2% | -3.9% | -5.9% |
| 30D | -9.3% | +27.6% | -36.9% | -10.8% |
| 3M | -15.2% | +117.2% | -132.4% | -20.1% |
| 6M | -14.2% | +77.7% | -91.9% | -18.5% |
| YTD | -28.3% | +215.0% | -243.3% | -35.0% |
| 1Y | -21.8% | +255.4% | -277.1% | -30.3% |
| 3Y | +71.6% | +42.6% | +29.0% | +52.9% |
| All | +94.1% | -62.2% | +156.3% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling