-92.7%
IOVA vs CRL
+922.5%
-1,015.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.8% | -4.0% | -0.4% |
| 7D | -5.2% | -6.1% | +0.9% | -1.8% |
| 30D | -37.8% | +12.4% | -50.2% | -41.7% |
| 3M | +29.5% | +27.1% | +2.3% | +13.4% |
| 6M | +96.6% | +85.7% | +10.9% | +36.5% |
| YTD | +194.5% | +69.2% | +125.3% | +112.3% |
| 1Y | +248.1% | +97.5% | +150.5% | +130.6% |
| 3Y | +86.1% | +86.1% | 0.0% | +23.8% |
| 5Y | -67.8% | -10.0% | -57.8% | -70.6% |
| 10Y | +38.6% | +395.0% | -356.3% | -46.1% |
| All | -92.7% | +922.5% | -1,015.2% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling