+97.5%
CSCO vs IOVA
+99.0%
-1.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -6.3% |
| 7D | +1.9% | -3.5% | +5.4% | +2.0% |
| 30D | -15.8% | -45.4% | +29.6% | -14.6% |
| 3M | -15.4% | +19.0% | -34.4% | -16.2% |
| 6M | -5.4% | +112.0% | -117.4% | -8.4% |
| YTD | +26.5% | +184.2% | -157.8% | +20.3% |
| 1Y | +25.9% | +222.0% | -196.1% | +19.1% |
| 3Y | +97.5% | +92.6% | +5.0% | +65.0% |
| All | +97.5% | +99.0% | -1.4% | +65.0% |
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