+2.8%
CSCO vs IOVA
+101.5%
-98.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.0% |
| 7D | -10.2% | -5.2% | -5.0% | -10.1% |
| 30D | -20.1% | -37.8% | +17.7% | -19.8% |
| 3M | -22.4% | +29.5% | -51.8% | -21.2% |
| 6M | +2.8% | +96.6% | -93.8% | +6.2% |
| All | +2.8% | +101.5% | -98.7% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling