+244.7%
IOVA vs CAPR
+64.2%
+180.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.8% | +1.4% |
| 7D | +1.9% | +36.0% | -34.2% | +1.3% |
| 30D | -44.1% | +25.8% | -69.9% | -44.4% |
| 3M | +28.9% | +140.8% | -112.0% | +26.3% |
| 6M | +125.7% | -67.6% | +193.3% | +125.7% |
| YTD | +199.3% | -65.9% | +265.1% | +199.0% |
| All | +244.7% | +64.2% | +180.6% | +234.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling