+884.1%
CRS vs IOVA
-92.6%
+976.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.7% |
| 7D | +4.8% | -3.5% | +8.2% | +4.9% |
| 30D | -23.2% | -45.4% | +22.2% | -22.1% |
| 3M | -45.5% | +19.0% | -64.5% | -46.1% |
| 6M | -33.1% | +112.0% | -145.1% | -35.3% |
| YTD | -7.2% | +184.2% | -191.5% | -11.3% |
| 1Y | -10.0% | +222.0% | -232.0% | -14.3% |
| 3Y | +332.3% | +92.6% | +239.8% | +308.5% |
| 5Y | +801.9% | -63.2% | +865.0% | +771.6% |
| 10Y | +820.9% | +2.1% | +818.8% | +768.4% |
| All | +884.1% | -92.6% | +976.7% | +749.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling