-92.0%
IOVA vs CRL
+774.0%
-866.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.9% |
| 7D | +9.7% | -1.0% | +10.8% | +10.3% |
| 30D | +102.5% | +10.7% | +91.9% | +92.5% |
| 3M | +100.7% | +55.3% | +45.4% | +55.4% |
| 6M | +106.3% | +60.7% | +45.7% | +54.8% |
| YTD | +222.0% | +44.6% | +177.4% | +153.5% |
| 1Y | +299.5% | +77.7% | +221.8% | +181.0% |
| 3Y | +42.9% | +37.6% | +5.3% | +11.8% |
| 5Y | -65.0% | -35.8% | -29.2% | -61.9% |
| 10Y | +10.3% | +241.7% | -231.5% | -49.1% |
| All | -92.0% | +774.0% | -866.0% | -97.0% |
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