+114.6%
CTAS vs IOVA
-64.9%
+179.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | +11.7% | +100.7% | -89.0% | +8.3% |
| 6M | +0.7% | +106.3% | -105.6% | -2.8% |
| YTD | +7.4% | +222.0% | -214.6% | +1.5% |
| 1Y | -2.1% | +299.5% | -301.7% | -8.7% |
| 3Y | +62.9% | +42.9% | +20.0% | +51.4% |
| All | +114.6% | -64.9% | +179.5% | +103.2% |
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