+142.0%
CBOE vs IOVA
-66.4%
+208.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.5% |
| 7D | -3.7% | -6.4% | +2.7% | -3.7% |
| 30D | +2.0% | +25.4% | -23.5% | +1.9% |
| 3M | -4.2% | +115.3% | -119.6% | -4.5% |
| 6M | +1.2% | +56.5% | -55.4% | +1.0% |
| YTD | +15.4% | +198.2% | -182.8% | +14.9% |
| 1Y | +23.5% | +242.0% | -218.5% | +22.9% |
| 3Y | +93.2% | +36.8% | +56.4% | +90.5% |
| 5Y | +142.0% | -64.3% | +206.2% | +142.5% |
| All | +142.0% | -66.4% | +208.4% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling