+3,909.8%
CTAS vs IOVA
-92.3%
+4,002.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | +1.2% | -5.2% | +6.3% | +1.2% |
| 30D | +12.8% | -37.8% | +50.5% | +13.3% |
| 3M | +10.3% | +29.5% | -19.2% | +9.5% |
| 6M | +32.0% | +96.6% | -64.6% | +30.0% |
| YTD | +19.1% | +194.5% | -175.4% | +16.5% |
| 1Y | +21.5% | +248.1% | -226.6% | +18.4% |
| 3Y | +76.0% | +86.1% | -10.1% | +71.0% |
| 5Y | +110.9% | -67.8% | +178.7% | +107.2% |
| 10Y | +849.8% | +38.6% | +811.2% | +822.6% |
| All | +3,909.8% | -92.3% | +4,002.1% | +3,796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling