-58.4%
CSGP vs IOVA
+78.3%
-136.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.0% | +9.4% | -1.0% |
| 7D | +13.9% | -19.0% | +32.9% | +15.1% |
| 30D | +16.0% | -40.3% | +56.3% | +18.5% |
| 3M | +6.1% | +78.3% | -72.3% | -1.1% |
| 6M | -8.2% | +94.5% | -102.6% | -15.8% |
| YTD | -52.3% | +183.5% | -235.9% | -58.2% |
| 1Y | -54.5% | +327.6% | -382.1% | -61.8% |
| All | -58.4% | +78.3% | -136.7% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling