+74.5%
CSX vs IOVA
+78.3%
-3.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.7% | -2.0% |
| 7D | -2.7% | -19.0% | +16.3% | -2.1% |
| 30D | +7.0% | -40.3% | +47.3% | +8.3% |
| 3M | -0.3% | +78.3% | -78.6% | -3.6% |
| 6M | +13.5% | +94.5% | -80.9% | +8.8% |
| YTD | +41.5% | +183.5% | -142.0% | +32.2% |
| 1Y | +45.8% | +327.6% | -281.9% | +32.8% |
| All | +74.5% | +78.3% | -3.8% | +54.2% |
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