+351.1%
CRWD vs IOVA
+99.0%
+252.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +4.5% | -3.5% | +8.0% | +4.7% |
| 30D | -9.1% | -45.4% | +36.3% | -6.8% |
| 3M | +0.5% | +19.0% | -18.5% | -0.9% |
| 6M | +61.1% | +112.0% | -50.9% | +52.7% |
| YTD | +93.4% | +184.2% | -90.9% | +77.1% |
| 1Y | +71.1% | +222.0% | -150.9% | +55.0% |
| 3Y | +351.1% | +92.6% | +258.5% | +301.9% |
| All | +351.1% | +99.0% | +252.1% | +301.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling