+629.1%
CSCO vs IOVA
-91.6%
+720.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -0.7% | +9.7% | -10.4% | -0.8% |
| 30D | -10.1% | +102.5% | -112.7% | -11.5% |
| 3M | -15.7% | +100.7% | -116.4% | -17.0% |
| 6M | +36.3% | +106.3% | -70.1% | +33.8% |
| YTD | +43.8% | +222.0% | -178.1% | +39.8% |
| 1Y | +63.9% | +299.5% | -235.6% | +58.4% |
| 3Y | +104.4% | +42.9% | +61.4% | +97.8% |
| 5Y | +111.4% | -65.0% | +176.3% | +106.9% |
| 10Y | +361.7% | +10.3% | +351.4% | +342.5% |
| All | +629.1% | -91.6% | +720.7% | +558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling