+86.1%
IOVA vs CAPR
+214.7%
-128.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.8% | +3.7% |
| 7D | -5.2% | +41.1% | -46.3% | -6.4% |
| 30D | -37.8% | +11.1% | -48.9% | -38.1% |
| 3M | +29.5% | +115.3% | -85.8% | +25.1% |
| 6M | +96.6% | -73.8% | +170.4% | +99.6% |
| YTD | +194.5% | -68.8% | +263.3% | +197.2% |
| 1Y | +248.1% | +43.3% | +204.7% | +215.8% |
| 3Y | +86.1% | +214.7% | -128.6% | -12.3% |
| All | +86.1% | +214.7% | -128.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling