+6.9%
CTVA vs INIO
-54.0%
+60.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.7% | -9.9% | +0.1% |
| 7D | -1.0% | +2.4% | -3.4% | -0.9% |
| 30D | -8.7% | -18.9% | +10.1% | -9.0% |
| 3M | +6.4% | -45.0% | +51.4% | +4.3% |
| All | +6.9% | -54.0% | +60.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling