+265.5%
IOVA vs CRL
+72.1%
+193.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.2% |
| 7D | +5.1% | -0.6% | +5.6% | +5.3% |
| 30D | +37.2% | +5.0% | +32.3% | +34.5% |
| 3M | +117.5% | +50.6% | +66.9% | +78.6% |
| 6M | +69.6% | +60.9% | +8.7% | +32.7% |
| YTD | +218.7% | +40.7% | +177.9% | +161.5% |
| 1Y | +265.5% | +73.3% | +192.2% | +164.7% |
| All | +265.5% | +72.1% | +193.5% | +164.7% |
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