+504.6%
CSX vs IOVA
+9.5%
+495.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.8% |
| 7D | -3.4% | +9.7% | -13.1% | -3.9% |
| 30D | -3.1% | +102.5% | -105.6% | -7.6% |
| 3M | +7.2% | +100.7% | -93.5% | +1.8% |
| 6M | +16.2% | +106.3% | -90.2% | +9.4% |
| YTD | +37.5% | +222.0% | -184.4% | +25.1% |
| 1Y | +53.2% | +299.5% | -246.3% | +36.4% |
| 3Y | +68.2% | +42.9% | +25.3% | +49.9% |
| 5Y | +65.2% | -65.0% | +130.2% | +55.6% |
| All | +504.6% | +9.5% | +495.1% | +451.1% |
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 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