-92.9%
IOVA vs CNI
+405.4%
-498.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -3.5% | +2.5% | -6.0% | -5.1% |
| 30D | -45.4% | +6.1% | -51.5% | -47.7% |
| 3M | +19.0% | +0.1% | +18.9% | +18.5% |
| 6M | +112.0% | +14.9% | +97.1% | +90.3% |
| YTD | +184.2% | +30.9% | +153.4% | +130.2% |
| 1Y | +222.0% | +33.9% | +188.1% | +155.7% |
| 3Y | +92.6% | +20.2% | +72.4% | +66.0% |
| 5Y | -63.2% | +8.2% | -71.4% | -66.7% |
| 10Y | +2.1% | +142.2% | -140.1% | -50.3% |
| All | -92.9% | +405.4% | -498.3% | -97.7% |
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