-54.6%
CSGP vs IOVA
+255.8%
-310.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -4.7% |
| 7D | +1.3% | -5.2% | +6.4% | +1.3% |
| 30D | +10.7% | -37.8% | +48.5% | +11.1% |
| 3M | +3.3% | +29.5% | -26.2% | 0.0% |
| 6M | -10.3% | +96.6% | -106.9% | -16.0% |
| YTD | -54.6% | +194.5% | -249.1% | -59.5% |
| 1Y | -54.6% | +248.1% | -302.7% | -60.5% |
| All | -54.6% | +255.8% | -310.4% | -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