+313.2%
IOVA vs CAI
-11.0%
+324.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.7% |
| 7D | -2.2% | -3.1% | +0.9% | -0.9% |
| 30D | +31.7% | +2.7% | +29.0% | +29.8% |
| 3M | +117.3% | +41.7% | +75.6% | +87.7% |
| 6M | +55.8% | +26.5% | +29.3% | +36.1% |
| YTD | +208.8% | -10.9% | +219.7% | +188.0% |
| 1Y | +255.7% | -29.2% | +284.9% | +257.8% |
| All | +313.2% | -11.0% | +324.2% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling