+88.1%
CSCO vs IOVA
-67.9%
+156.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.1% |
| 7D | -10.2% | -5.2% | -5.0% | -10.0% |
| 30D | -20.1% | -37.8% | +17.7% | -19.0% |
| 3M | -22.4% | +29.5% | -51.8% | -23.5% |
| 6M | +2.8% | +96.6% | -93.8% | -0.8% |
| YTD | +23.6% | +194.5% | -170.9% | +16.6% |
| 1Y | +34.0% | +248.1% | -214.0% | +25.4% |
| 3Y | +89.3% | +86.1% | +3.1% | +73.4% |
| All | +88.1% | -67.9% | +156.0% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling