+204.2%
CBOE vs IOVA
-63.3%
+267.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.8% |
| 7D | +6.3% | -3.5% | +9.8% | +6.3% |
| 30D | +24.9% | -45.4% | +70.3% | +25.2% |
| 3M | +28.5% | +19.0% | +9.4% | +28.5% |
| 6M | +2.9% | +112.0% | -109.1% | +2.6% |
| YTD | +50.7% | +184.2% | -133.6% | +50.2% |
| 1Y | +45.5% | +222.0% | -176.5% | +44.9% |
| 3Y | +116.3% | +92.6% | +23.8% | +112.2% |
| All | +204.2% | -63.3% | +267.5% | +206.3% |
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 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