+7.2%
IOVA vs CPB
-40.1%
+47.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.3% |
| 7D | -7.0% | -4.1% | -2.9% | -6.6% |
| 30D | -44.4% | +16.9% | -61.4% | -45.7% |
| 3M | +24.7% | -0.6% | +25.2% | +24.3% |
| 6M | +118.6% | +11.4% | +107.3% | +113.6% |
| YTD | +196.3% | -14.8% | +211.2% | +199.9% |
| 1Y | +205.3% | -24.8% | +230.0% | +214.5% |
| 3Y | +103.8% | -36.6% | +140.4% | +113.0% |
| 5Y | -65.6% | -33.3% | -32.2% | -64.5% |
| All | +7.2% | -40.1% | +47.3% | +21.6% |
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