+299.5%
IOVA vs CRL
+78.8%
+220.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | +9.7% | -1.0% | +10.8% | +10.2% |
| 30D | +102.5% | +10.7% | +91.9% | +94.3% |
| 3M | +100.7% | +55.3% | +45.4% | +61.8% |
| 6M | +106.3% | +60.7% | +45.7% | +61.0% |
| YTD | +222.0% | +44.6% | +177.4% | +160.3% |
| 1Y | +299.5% | +77.7% | +221.8% | +184.2% |
| All | +299.5% | +78.8% | +220.7% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling