+366.8%
CSCO vs IOVA
+6.6%
+360.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.5% | +5.1% | -5.6% | -0.8% |
| 30D | -10.1% | +37.2% | -47.3% | -12.1% |
| 3M | -11.7% | +117.5% | -129.2% | -17.1% |
| 6M | +40.1% | +69.6% | -29.5% | +33.0% |
| YTD | +43.8% | +218.7% | -174.9% | +29.7% |
| 1Y | +66.6% | +265.5% | -198.9% | +47.6% |
| 3Y | +108.5% | +46.2% | +62.3% | +82.2% |
| 5Y | +114.0% | -63.2% | +177.2% | +99.4% |
| 10Y | +366.8% | +6.1% | +360.7% | +287.6% |
| All | +366.8% | +6.6% | +360.2% | +287.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling