+378.0%
IOVA vs CRL
+85.3%
+292.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | +1.8% |
| 7D | -41.3% | -12.8% | -28.5% | -37.6% |
| 30D | -38.5% | +5.0% | -43.5% | -39.7% |
| 3M | +99.5% | +39.4% | +60.2% | +75.1% |
| 6M | +126.0% | +89.4% | +36.6% | +67.6% |
| YTD | +218.7% | +63.6% | +155.1% | +144.3% |
| 1Y | +378.0% | +83.5% | +294.6% | +221.5% |
| All | +378.0% | +85.3% | +292.7% | +221.5% |
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