+68.6%
CSX vs IOVA
+85.3%
-16.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.2% | -3.5% |
| 7D | -5.5% | -5.2% | -0.3% | -5.4% |
| 30D | +4.9% | -37.8% | +42.7% | +6.1% |
| 3M | -2.9% | +29.5% | -32.3% | -4.7% |
| 6M | +8.3% | +96.6% | -88.2% | +3.9% |
| YTD | +36.7% | +194.5% | -157.8% | +27.6% |
| 1Y | +41.5% | +248.1% | -206.6% | +30.7% |
| 3Y | +68.6% | +86.1% | -17.5% | +48.8% |
| All | +68.6% | +85.3% | -16.6% | +48.8% |
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