+51.6%
IOVA vs CPB
-40.7%
+92.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.5% |
| 7D | +9.7% | -8.6% | +18.3% | +13.9% |
| 30D | +102.5% | -7.2% | +109.8% | +107.8% |
| 3M | +100.7% | +0.9% | +99.8% | +94.5% |
| 6M | +106.3% | -11.8% | +118.1% | +116.4% |
| YTD | +222.0% | -19.4% | +241.4% | +250.0% |
| 1Y | +299.5% | -30.4% | +329.9% | +379.6% |
| All | +51.6% | -40.7% | +92.3% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling