+45.9%
CSCO vs IOVA
+362.8%
-316.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -6.1% | -41.3% | +35.2% | -5.8% |
| 30D | -8.2% | -38.5% | +30.4% | -7.9% |
| 3M | -14.6% | +99.5% | -114.1% | -14.6% |
| 6M | +12.7% | +126.0% | -113.3% | +12.5% |
| YTD | +37.0% | +218.7% | -181.7% | +35.0% |
| 1Y | +45.9% | +378.0% | -332.1% | +47.7% |
| All | +45.9% | +362.8% | -316.8% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling