+7.6%
IOVA vs CAPR
-75.3%
+82.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +9.7% | -2.0% | +11.7% | +9.8% |
| 30D | +102.5% | +139.2% | -36.7% | +93.8% |
| 3M | +100.7% | -66.4% | +167.1% | +104.2% |
| 6M | +106.3% | -63.1% | +169.5% | +108.9% |
| YTD | +222.0% | -67.4% | +289.4% | +227.5% |
| 1Y | +299.5% | +58.2% | +241.3% | +244.8% |
| 3Y | +42.9% | +42.2% | +0.7% | +17.0% |
| 5Y | -65.0% | +87.3% | -152.2% | -72.3% |
| All | +7.6% | -75.3% | +82.9% | -19.9% |
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