+28.4%
CBOE vs IOVA
+299.5%
-271.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | -3.6% | +9.7% | -13.4% | -3.7% |
| 30D | +5.1% | +102.5% | -97.5% | +4.2% |
| 3M | +4.6% | +100.7% | -96.1% | +3.4% |
| 6M | -0.3% | +106.3% | -106.6% | -1.6% |
| YTD | +19.8% | +222.0% | -202.2% | +16.5% |
| 1Y | +28.4% | +299.5% | -271.2% | +24.2% |
| All | +28.4% | +299.5% | -271.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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