-62.8%
CSGP vs IOVA
+44.8%
-107.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.5% |
| 7D | -4.1% | +9.7% | -13.8% | -4.7% |
| 30D | +2.3% | +102.5% | -100.2% | -3.7% |
| 3M | -8.2% | +100.7% | -108.9% | -14.0% |
| 6M | -35.1% | +106.3% | -141.4% | -39.8% |
| YTD | -54.0% | +222.0% | -276.0% | -59.3% |
| 1Y | -65.3% | +299.5% | -364.9% | -70.1% |
| All | -62.8% | +44.8% | -107.6% | -69.1% |
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