-92.7%
IOVA vs CPB
+6.2%
-98.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.1% |
| 7D | -5.2% | +8.0% | -13.2% | -6.7% |
| 30D | -37.8% | +22.4% | -60.2% | -40.6% |
| 3M | +29.5% | +2.5% | +26.9% | +28.1% |
| 6M | +96.6% | +12.2% | +84.4% | +89.4% |
| YTD | +194.5% | -12.8% | +207.3% | +198.8% |
| 1Y | +248.1% | -19.2% | +267.2% | +259.2% |
| 3Y | +86.1% | -35.6% | +121.7% | +100.6% |
| 5Y | -67.8% | -31.4% | -36.4% | -66.5% |
| 10Y | +38.6% | -37.9% | +76.6% | +44.4% |
| All | -92.7% | +6.2% | -98.9% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling