+4.1%
IOVA vs CGNX
+193.6%
-189.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.5% | +3.9% |
| 7D | -2.2% | +3.2% | -5.3% | -3.4% |
| 30D | +27.6% | +6.0% | +21.6% | +23.8% |
| 3M | +117.2% | +3.5% | +113.6% | +106.3% |
| 6M | +77.7% | +26.3% | +51.4% | +52.2% |
| YTD | +215.0% | +79.2% | +135.8% | +113.9% |
| 1Y | +255.4% | +43.8% | +211.6% | +166.5% |
| 3Y | +42.6% | +52.0% | -9.3% | +0.9% |
| 5Y | -62.2% | -24.0% | -38.2% | -64.6% |
| All | +4.1% | +193.6% | -189.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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