+6.1%
IOVA vs CRL
+241.6%
-235.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.6% |
| 7D | +5.1% | -0.6% | +5.6% | +5.4% |
| 30D | +37.2% | +5.0% | +32.3% | +33.4% |
| 3M | +117.5% | +50.6% | +66.9% | +67.5% |
| 6M | +69.6% | +60.9% | +8.7% | +23.8% |
| YTD | +218.7% | +40.7% | +177.9% | +148.7% |
| 1Y | +265.5% | +73.3% | +192.2% | +151.0% |
| 3Y | +46.2% | +40.6% | +5.7% | +9.6% |
| 5Y | -63.2% | -37.0% | -26.3% | -58.1% |
| 10Y | +6.1% | +244.3% | -238.2% | -66.6% |
| All | +6.1% | +241.6% | -235.5% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling