+813.9%
CTAS vs IOVA
+28.7%
+785.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.3% |
| 7D | -0.7% | +1.9% | -2.6% | -0.9% |
| 30D | +10.3% | -44.1% | +54.4% | +13.0% |
| 3M | +10.2% | +28.9% | -18.7% | +6.9% |
| 6M | +34.4% | +125.7% | -91.3% | +24.7% |
| YTD | +19.6% | +199.3% | -179.7% | +7.8% |
| 1Y | +21.8% | +255.2% | -233.4% | +8.2% |
| 3Y | +74.1% | +106.8% | -32.7% | +48.3% |
| 5Y | +114.0% | -67.1% | +181.1% | +100.2% |
| 10Y | +813.9% | +16.7% | +797.2% | +636.8% |
| All | +813.9% | +28.7% | +785.3% | +636.8% |
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 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