+52.0%
CSX vs IOVA
-67.3%
+119.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.7% |
| 7D | -2.2% | +1.9% | -4.1% | -2.3% |
| 30D | +6.8% | -44.1% | +50.9% | +8.5% |
| 3M | +0.7% | +28.9% | -28.2% | -1.1% |
| 6M | +13.3% | +125.7% | -112.4% | +8.1% |
| YTD | +40.5% | +199.3% | -158.7% | +31.6% |
| 1Y | +44.7% | +255.2% | -210.5% | +34.2% |
| 3Y | +74.5% | +106.8% | -32.3% | +59.5% |
| 5Y | +52.0% | -67.1% | +119.1% | +42.7% |
| All | +52.0% | -67.3% | +119.3% | +42.7% |
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