+1,503.5%
CRS vs IOVA
-91.6%
+1,595.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.6% |
| 7D | -0.2% | +9.7% | -10.0% | -0.5% |
| 30D | -16.6% | +102.5% | -119.2% | -18.6% |
| 3M | -3.5% | +100.7% | -104.2% | -5.9% |
| 6M | +15.4% | +106.3% | -90.9% | +12.2% |
| YTD | +51.2% | +222.0% | -170.8% | +44.8% |
| 1Y | +98.3% | +299.5% | -201.3% | +88.3% |
| 3Y | +651.5% | +42.9% | +608.6% | +617.6% |
| 5Y | +1,411.1% | -65.0% | +1,476.1% | +1,368.3% |
| 10Y | +1,424.3% | +10.3% | +1,414.1% | +1,340.4% |
| All | +1,503.5% | -91.6% | +1,595.1% | +1,286.8% |
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