+60.0%
CSGP vs IOVA
+0.8%
+59.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +1.3% | -3.5% | +4.8% | +1.6% |
| 30D | +2.8% | -45.4% | +48.2% | +6.9% |
| 3M | -6.3% | +19.0% | -25.3% | -10.0% |
| 6M | -3.2% | +112.0% | -115.2% | -13.4% |
| YTD | -54.0% | +184.2% | -238.2% | -60.7% |
| 1Y | -54.8% | +222.0% | -276.8% | -62.0% |
| 3Y | -60.6% | +92.6% | -153.1% | -68.2% |
| 5Y | -62.6% | -63.2% | +0.5% | -66.7% |
| All | +60.0% | +0.8% | +59.3% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling