+94.1%
CBOE vs IOVA
+41.0%
+53.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.8% |
| 30D | +2.7% | +31.7% | -29.0% | +2.9% |
| 3M | +0.7% | +117.3% | -116.6% | +1.1% |
| 6M | -2.0% | +55.8% | -57.8% | -1.7% |
| YTD | +17.1% | +208.8% | -191.7% | +18.0% |
| 1Y | +26.5% | +255.7% | -229.2% | +27.7% |
| All | +94.1% | +41.0% | +53.2% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling