+330.9%
IOVA vs CAI
-7.1%
+338.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +9.7% | -2.2% | +11.9% | +10.7% |
| 30D | +102.5% | +52.4% | +50.1% | +71.1% |
| 3M | +100.7% | +45.1% | +55.6% | +71.0% |
| 6M | +106.3% | +26.2% | +80.1% | +78.6% |
| YTD | +222.0% | -7.1% | +229.1% | +194.9% |
| 1Y | +299.5% | -31.0% | +330.6% | +309.1% |
| All | +330.9% | -7.1% | +338.0% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling