-92.1%
IOVA vs CNI
+385.2%
-477.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +5.1% | +1.9% | +3.1% | +3.7% |
| 30D | +37.2% | -3.0% | +40.3% | +39.9% |
| 3M | +117.5% | +2.2% | +115.3% | +112.3% |
| 6M | +69.6% | +16.3% | +53.3% | +51.1% |
| YTD | +218.7% | +25.7% | +193.0% | +166.0% |
| 1Y | +265.5% | +30.4% | +235.1% | +195.4% |
| 3Y | +46.2% | +20.4% | +25.8% | +25.5% |
| 5Y | -63.2% | +10.4% | -73.7% | -67.2% |
| 10Y | +6.1% | +126.9% | -120.8% | -45.8% |
| All | -92.1% | +385.2% | -477.3% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling