+416.4%
CSX vs IOVA
+7.2%
+409.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.3% | -7.0% | +6.7% | +0.1% |
| 30D | +8.7% | -44.4% | +53.1% | +11.5% |
| 3M | +4.2% | +24.7% | -20.4% | +1.6% |
| 6M | +16.7% | +118.6% | -102.0% | +8.9% |
| YTD | +44.5% | +196.3% | -151.9% | +30.9% |
| 1Y | +50.3% | +205.3% | -155.0% | +35.6% |
| 3Y | +76.3% | +103.8% | -27.5% | +52.6% |
| 5Y | +58.1% | -65.6% | +123.7% | +47.7% |
| 10Y | +416.4% | +6.4% | +410.0% | +373.3% |
| All | +416.4% | +7.2% | +409.2% | +373.3% |
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