+44.1%
CSGP vs IOVA
+9.5%
+34.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.5% |
| 7D | -4.1% | +9.7% | -13.8% | -4.9% |
| 30D | +2.3% | +102.5% | -100.2% | -5.3% |
| 3M | -8.2% | +100.7% | -108.9% | -15.4% |
| 6M | -35.1% | +106.3% | -141.4% | -41.0% |
| YTD | -54.0% | +222.0% | -276.0% | -60.4% |
| 1Y | -65.3% | +299.5% | -364.9% | -71.0% |
| 3Y | -62.6% | +42.9% | -105.5% | -68.4% |
| 5Y | -64.8% | -65.0% | +0.2% | -67.9% |
| All | +44.1% | +9.5% | +34.7% | +14.8% |
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