-54.8%
CSGP vs IOVA
+207.9%
-262.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.8% |
| 7D | +1.3% | -3.5% | +4.8% | +1.4% |
| 30D | +2.8% | -45.4% | +48.2% | +3.6% |
| 3M | -6.3% | +19.0% | -25.3% | -9.0% |
| 6M | -3.2% | +112.0% | -115.2% | -9.9% |
| YTD | -54.0% | +184.2% | -238.2% | -58.9% |
| 1Y | -54.8% | +222.0% | -276.8% | -60.5% |
| All | -54.8% | +207.9% | -262.8% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling