+89.3%
CSCO vs IOVA
+85.3%
+4.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.1% |
| 7D | -10.2% | -5.2% | -5.0% | -10.1% |
| 30D | -20.1% | -37.8% | +17.7% | -19.2% |
| 3M | -22.4% | +29.5% | -51.8% | -23.3% |
| 6M | +2.8% | +96.6% | -93.8% | -0.3% |
| YTD | +23.6% | +194.5% | -170.9% | +17.4% |
| 1Y | +34.0% | +248.1% | -214.0% | +26.4% |
| 3Y | +89.3% | +86.1% | +3.1% | +58.3% |
| All | +89.3% | +85.3% | +4.0% | +58.3% |
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 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