-61.5%
IOVA vs CGNX
-25.4%
-36.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.5% | +4.1% |
| 7D | -2.2% | +3.2% | -5.3% | -3.3% |
| 30D | +27.6% | +6.0% | +21.6% | +24.3% |
| 3M | +117.2% | +3.5% | +113.6% | +106.8% |
| 6M | +77.7% | +26.3% | +51.4% | +53.2% |
| YTD | +215.0% | +79.2% | +135.8% | +116.0% |
| 1Y | +255.4% | +43.8% | +211.6% | +170.5% |
| 3Y | +42.6% | +52.0% | -9.3% | -0.1% |
| All | -61.5% | -25.4% | -36.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling