+1,323.2%
CRS vs IOVA
+9.7%
+1,313.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.7% |
| 7D | -6.8% | -2.2% | -4.6% | -6.6% |
| 30D | -16.1% | +27.6% | -43.7% | -18.6% |
| 3M | -21.2% | +117.2% | -138.3% | -28.9% |
| 6M | +8.7% | +77.7% | -69.0% | -0.6% |
| YTD | +41.0% | +215.0% | -174.0% | +19.7% |
| 1Y | +82.7% | +255.4% | -172.7% | +51.3% |
| 3Y | +604.8% | +42.6% | +562.2% | +479.2% |
| 5Y | +1,384.7% | -62.2% | +1,446.9% | +1,234.3% |
| All | +1,323.2% | +9.7% | +1,313.5% | +924.3% |
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