+815.5%
CTAS vs IOVA
+0.8%
+814.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +2.0% | -3.5% | +5.5% | +2.2% |
| 30D | +8.7% | -45.4% | +54.1% | +11.6% |
| 3M | +13.3% | +19.0% | -5.7% | +10.4% |
| 6M | +39.4% | +112.0% | -72.6% | +29.8% |
| YTD | +21.5% | +184.2% | -162.8% | +9.8% |
| 1Y | +21.9% | +222.0% | -200.1% | +9.0% |
| 3Y | +73.6% | +92.6% | -18.9% | +48.6% |
| 5Y | +116.2% | -63.2% | +179.4% | +99.7% |
| All | +815.5% | +0.8% | +814.7% | +640.0% |
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