+4.1%
IOVA vs CNI
+138.2%
-134.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.1% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | +27.6% | -2.7% | +30.3% | +29.8% |
| 3M | +117.2% | +3.9% | +113.2% | +109.7% |
| 6M | +77.7% | +16.4% | +61.3% | +58.6% |
| YTD | +215.0% | +25.8% | +189.2% | +163.7% |
| 1Y | +255.4% | +32.4% | +223.0% | +185.2% |
| 3Y | +42.6% | +19.1% | +23.5% | +23.7% |
| 5Y | -62.2% | +13.6% | -75.8% | -66.9% |
| All | +4.1% | +138.2% | -134.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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