+321.6%
IOVA vs CAI
-9.9%
+331.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.4% | +5.1% |
| 7D | -2.2% | -2.9% | +0.8% | -0.9% |
| 30D | +27.6% | +9.3% | +18.3% | +22.6% |
| 3M | +117.2% | +35.2% | +81.9% | +89.3% |
| 6M | +77.7% | +30.7% | +47.0% | +53.6% |
| YTD | +215.0% | -9.8% | +224.8% | +192.2% |
| 1Y | +255.4% | -28.9% | +284.2% | +257.2% |
| All | +321.6% | -9.9% | +331.4% | +249.8% |
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