+369.4%
CBOE vs IOVA
+3.8%
+365.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.4% |
| 7D | -3.7% | -6.4% | +2.7% | -3.5% |
| 30D | +2.0% | +25.4% | -23.5% | +1.4% |
| 3M | -4.2% | +115.3% | -119.6% | -6.3% |
| 6M | +1.2% | +56.5% | -55.4% | -0.4% |
| YTD | +15.4% | +198.2% | -182.8% | +11.5% |
| 1Y | +23.5% | +242.0% | -218.5% | +18.7% |
| 3Y | +93.2% | +36.8% | +56.4% | +83.7% |
| 5Y | +142.0% | -64.3% | +206.2% | +136.8% |
| All | +369.4% | +3.8% | +365.6% | +321.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling