-92.6%
IOVA vs CGNX
+937.1%
-1,029.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -6.4% | +1.5% | -7.9% | -6.9% |
| 30D | +25.4% | -1.8% | +27.2% | +25.7% |
| 3M | +115.3% | +5.3% | +110.1% | +104.8% |
| 6M | +56.5% | +22.3% | +34.2% | +39.3% |
| YTD | +198.2% | +72.2% | +126.0% | +120.6% |
| 1Y | +242.0% | +39.8% | +202.2% | +173.1% |
| 3Y | +36.8% | +44.8% | -8.0% | +5.9% |
| 5Y | -64.3% | -27.0% | -37.2% | -65.7% |
| 10Y | +2.6% | +177.7% | -175.0% | -36.4% |
| All | -92.6% | +937.1% | -1,029.7% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling