+330.5%
CSCO vs IOVA
+7.2%
+323.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.7% |
| 7D | -2.8% | -7.0% | +4.3% | -2.3% |
| 30D | -12.6% | -44.4% | +31.8% | -9.9% |
| 3M | -16.0% | +24.7% | -40.7% | -18.2% |
| 6M | +2.8% | +118.6% | -115.8% | -4.6% |
| YTD | +33.2% | +196.3% | -163.1% | +19.5% |
| 1Y | +43.1% | +205.3% | -162.2% | +27.8% |
| 3Y | +106.7% | +103.8% | +2.9% | +74.4% |
| 5Y | +103.6% | -65.6% | +169.1% | +89.1% |
| 10Y | +330.5% | +6.4% | +324.0% | +250.3% |
| All | +330.5% | +7.2% | +323.3% | +250.3% |
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