-63.8%
IOVA vs CAPR
+192.6%
-256.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.7% | +3.0% | -5.3% |
| 7D | -1.4% | +19.1% | -20.5% | -2.4% |
| 30D | -47.4% | +48.8% | -96.2% | -48.5% |
| 3M | +13.2% | +144.4% | -131.2% | +7.4% |
| 6M | +114.3% | -67.5% | +181.8% | +116.9% |
| YTD | +179.5% | -64.5% | +244.0% | +181.3% |
| 1Y | +200.4% | +74.4% | +125.9% | +155.1% |
| 3Y | +92.2% | +265.7% | -173.5% | +12.4% |
| 5Y | -63.8% | +196.0% | -259.7% | -81.9% |
| All | -63.8% | +192.6% | -256.4% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling