+63.9%
CSCO vs IOVA
+299.5%
-235.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -0.7% | +9.7% | -10.4% | -0.7% |
| 30D | -10.1% | +102.5% | -112.7% | -10.5% |
| 3M | -15.7% | +100.7% | -116.4% | -15.9% |
| 6M | +36.3% | +106.3% | -70.1% | +35.1% |
| YTD | +43.8% | +222.0% | -178.1% | +41.1% |
| 1Y | +63.9% | +299.5% | -235.6% | +62.6% |
| All | +63.9% | +299.5% | -235.6% | +62.6% |
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 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