+30.7%
IOVA vs CAPR
-68.5%
+99.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.8% | +3.7% |
| 7D | -5.2% | +41.1% | -46.3% | -6.7% |
| 30D | -37.8% | +11.1% | -48.9% | -38.2% |
| 3M | +29.5% | +115.3% | -85.8% | +24.0% |
| 6M | +96.6% | -73.8% | +170.4% | +101.3% |
| YTD | +194.5% | -68.8% | +263.3% | +199.1% |
| 1Y | +248.1% | +43.3% | +204.7% | +202.2% |
| 3Y | +86.1% | +214.7% | -128.6% | +46.8% |
| 5Y | -67.8% | +141.3% | -209.1% | -74.9% |
| All | +30.7% | -68.5% | +99.3% | -4.6% |
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