+255.4%
IOVA vs CNI
+33.8%
+221.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.6% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | +27.6% | -2.7% | +30.3% | +27.6% |
| 3M | +117.2% | +3.9% | +113.2% | +114.3% |
| 6M | +77.7% | +16.4% | +61.3% | +72.2% |
| YTD | +215.0% | +25.8% | +189.2% | +213.8% |
| 1Y | +255.4% | +32.4% | +223.0% | +246.5% |
| All | +255.4% | +33.8% | +221.5% | +246.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling