+683.8%
CTAS vs IOVA
+4.5%
+679.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | -1.1% | +31.7% | -32.8% | -2.9% |
| 3M | +11.5% | +117.3% | -105.8% | +5.2% |
| 6M | +0.2% | +55.8% | -55.7% | -4.0% |
| YTD | +7.2% | +208.8% | -201.6% | -2.4% |
| 1Y | 0.0% | +255.7% | -255.7% | -10.4% |
| 3Y | +65.9% | +41.7% | +24.2% | +46.8% |
| 5Y | +109.6% | -64.9% | +174.5% | +96.9% |
| 10Y | +683.8% | +6.3% | +677.4% | +535.6% |
| All | +683.8% | +4.5% | +679.3% | +535.6% |
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