+3,515.0%
CTAS vs IOVA
-91.6%
+3,606.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.8% | +9.7% | -11.6% | -1.9% |
| 30D | -0.2% | +102.5% | -102.7% | -1.3% |
| 3M | +11.7% | +100.7% | -89.0% | +10.4% |
| 6M | +0.7% | +106.3% | -105.6% | -0.7% |
| YTD | +7.4% | +222.0% | -214.6% | +5.2% |
| 1Y | -2.1% | +299.5% | -301.7% | -4.6% |
| 3Y | +62.9% | +42.9% | +20.0% | +59.1% |
| 5Y | +111.9% | -65.0% | +176.9% | +108.5% |
| 10Y | +652.2% | +10.3% | +641.9% | +632.2% |
| All | +3,515.0% | -91.6% | +3,606.7% | +3,418.8% |
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