+1,563.1%
CBOE vs IOVA
-91.6%
+1,654.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | +4.6% | +100.7% | -96.1% | +3.8% |
| 6M | -0.3% | +106.3% | -106.6% | -1.1% |
| YTD | +19.8% | +222.0% | -202.2% | +18.2% |
| 1Y | +28.4% | +299.5% | -271.2% | +26.3% |
| 3Y | +104.1% | +42.9% | +61.2% | +100.8% |
| 5Y | +150.9% | -65.0% | +215.9% | +148.4% |
| 10Y | +393.5% | +10.3% | +383.2% | +381.8% |
| All | +1,563.1% | -91.6% | +1,654.7% | +1,445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling