-63.3%
IOVA vs CPB
-39.5%
-23.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.8% |
| 7D | +9.7% | -8.6% | +18.3% | +11.8% |
| 30D | +102.5% | -7.2% | +109.8% | +105.2% |
| 3M | +100.7% | +0.9% | +99.8% | +97.7% |
| 6M | +106.3% | -11.8% | +118.1% | +111.0% |
| YTD | +222.0% | -19.4% | +241.4% | +234.9% |
| 1Y | +299.5% | -30.4% | +329.9% | +334.1% |
| 3Y | +42.9% | -40.2% | +83.1% | +58.6% |
| All | -63.3% | -39.5% | -23.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling