+16.7%
IOVA vs CAPR
-64.9%
+81.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.8% | +1.2% |
| 7D | +1.9% | +36.0% | -34.2% | +0.5% |
| 30D | -44.1% | +25.8% | -69.9% | -44.8% |
| 3M | +28.9% | +140.8% | -112.0% | +22.8% |
| 6M | +125.7% | -67.6% | +193.3% | +129.1% |
| YTD | +199.3% | -65.9% | +265.1% | +202.7% |
| 1Y | +255.2% | +66.1% | +189.1% | +206.0% |
| 3Y | +106.8% | +256.9% | -150.0% | +62.1% |
| 5Y | -67.1% | +172.1% | -239.2% | -74.4% |
| 10Y | +16.7% | -64.7% | +81.4% | -17.0% |
| All | +16.7% | -64.9% | +81.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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