+92.6%
IOVA vs CRL
+97.9%
-5.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -45.4% | +11.9% | -57.3% | -49.1% |
| 3M | +19.0% | +20.2% | -1.1% | +6.6% |
| 6M | +112.0% | +107.5% | +4.5% | +33.6% |
| YTD | +184.2% | +69.4% | +114.8% | +98.9% |
| 1Y | +222.0% | +99.7% | +122.3% | +102.0% |
| 3Y | +92.6% | +98.8% | -6.2% | +3.8% |
| All | +92.6% | +97.9% | -5.4% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling