+67.8%
CSX vs IOVA
-64.9%
+132.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.8% |
| 7D | -3.4% | +9.7% | -13.1% | -3.7% |
| 30D | -3.1% | +102.5% | -105.6% | -5.9% |
| 3M | +7.2% | +100.7% | -93.5% | +3.8% |
| 6M | +16.2% | +106.3% | -90.2% | +11.9% |
| YTD | +37.5% | +222.0% | -184.4% | +29.5% |
| 1Y | +53.2% | +299.5% | -246.3% | +42.2% |
| 3Y | +68.2% | +42.9% | +25.3% | +56.8% |
| All | +67.8% | -64.9% | +132.7% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling