+274.0%
IOVA vs CAI
-11.3%
+285.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -4.7% |
| 7D | -1.4% | -8.0% | +6.5% | +2.2% |
| 30D | -47.4% | -18.9% | -28.5% | -42.7% |
| 3M | +13.2% | +7.6% | +5.6% | +8.5% |
| 6M | +114.3% | +43.0% | +71.4% | +82.4% |
| YTD | +179.5% | -11.2% | +190.7% | +158.5% |
| 1Y | +200.4% | -3.3% | +203.7% | +173.7% |
| All | +274.0% | -11.3% | +285.3% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling