+801.7%
CRS vs IOVA
+0.8%
+800.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.8% |
| 7D | +4.8% | -3.5% | +8.2% | +5.1% |
| 30D | -23.2% | -45.4% | +22.2% | -19.6% |
| 3M | -45.5% | +19.0% | -64.5% | -47.8% |
| 6M | -33.1% | +112.0% | -145.1% | -40.9% |
| YTD | -7.2% | +184.2% | -191.5% | -21.8% |
| 1Y | -10.0% | +222.0% | -232.0% | -25.4% |
| 3Y | +332.3% | +92.6% | +239.8% | +239.4% |
| 5Y | +801.9% | -63.2% | +865.0% | +697.0% |
| All | +801.7% | +0.8% | +800.9% | +563.3% |
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