+65.2%
CSGP vs IOVA
+34.0%
+31.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -5.0% |
| 7D | +1.3% | -5.2% | +6.4% | +1.5% |
| 30D | +10.7% | -37.8% | +48.5% | +13.8% |
| 3M | +3.3% | +29.5% | -26.2% | -1.6% |
| 6M | -10.3% | +96.6% | -106.9% | -19.3% |
| YTD | -54.6% | +194.5% | -249.1% | -61.3% |
| 1Y | -54.6% | +248.1% | -302.7% | -62.1% |
| 3Y | -60.3% | +86.1% | -146.5% | -67.9% |
| 5Y | -63.3% | -67.8% | +4.5% | -66.9% |
| All | +65.2% | +34.0% | +31.2% | +22.0% |
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