-64.3%
IOVA vs CNI
+11.3%
-75.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.9% | -3.1% |
| 7D | -6.4% | -1.1% | -5.3% | -5.8% |
| 30D | +25.4% | -3.5% | +29.0% | +28.1% |
| 3M | +115.3% | +2.2% | +113.1% | +110.3% |
| 6M | +56.5% | +15.1% | +41.4% | +41.3% |
| YTD | +198.2% | +24.7% | +173.5% | +152.7% |
| 1Y | +242.0% | +33.4% | +208.6% | +174.6% |
| 3Y | +36.8% | +19.5% | +17.3% | +18.9% |
| 5Y | -64.3% | +12.6% | -76.8% | -70.0% |
| All | -64.3% | +11.3% | -75.5% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling