+529.0%
CSCO vs IOVA
-92.3%
+621.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.5% |
| 3M | -22.1% | +29.5% | -51.5% | -22.7% |
| 6M | +3.2% | +96.6% | -93.4% | +1.2% |
| YTD | +24.1% | +194.5% | -170.4% | +20.5% |
| 1Y | +34.6% | +248.1% | -213.5% | +30.1% |
| 3Y | +90.0% | +86.1% | +3.9% | +82.7% |
| 5Y | +88.6% | -67.8% | +156.4% | +84.4% |
| 10Y | +316.5% | +38.6% | +277.9% | +297.9% |
| All | +529.0% | -92.3% | +621.4% | +467.4% |
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