+16.7%
IOVA vs CPB
-39.9%
+56.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +1.9% | +3.3% | -1.4% | +1.5% |
| 30D | -44.1% | +19.0% | -63.1% | -45.4% |
| 3M | +28.9% | +0.4% | +28.4% | +28.4% |
| 6M | +125.7% | +13.0% | +112.7% | +120.3% |
| YTD | +199.3% | -12.7% | +212.0% | +202.0% |
| 1Y | +255.2% | -20.9% | +276.1% | +263.4% |
| 3Y | +106.8% | -35.4% | +142.2% | +115.2% |
| 5Y | -67.1% | -32.3% | -34.8% | -66.1% |
| 10Y | +16.7% | -40.5% | +57.3% | +39.6% |
| All | +16.7% | -39.9% | +56.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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