-4.5%
CRS vs IOVA
+362.8%
-367.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | +4.3% | -41.3% | +45.6% | +5.1% |
| 30D | -25.5% | -38.5% | +13.0% | -25.1% |
| 3M | -48.7% | +99.5% | -148.3% | -51.1% |
| 6M | -31.6% | +126.0% | -157.6% | -35.8% |
| YTD | -7.0% | +218.7% | -225.7% | -13.8% |
| 1Y | -4.5% | +378.0% | -382.5% | -12.2% |
| All | -4.5% | +362.8% | -367.3% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling