+65.5%
CTAS vs IOVA
+49.0%
+16.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.8% | +9.7% | -11.6% | -2.1% |
| 30D | -0.2% | +102.5% | -102.7% | -2.3% |
| 3M | +11.7% | +100.7% | -89.0% | +9.2% |
| 6M | +0.7% | +106.3% | -105.6% | -1.9% |
| YTD | +7.4% | +222.0% | -214.6% | +3.1% |
| 1Y | -2.1% | +299.5% | -301.7% | -6.9% |
| All | +65.5% | +49.0% | +16.5% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling