-25.9%
CCJ vs IOVA
+362.8%
-388.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -14.5% | -41.3% | +26.8% | -13.1% |
| 30D | -18.1% | -38.5% | +20.5% | -16.9% |
| 3M | -23.0% | +99.5% | -122.5% | -26.3% |
| 6M | -39.4% | +126.0% | -165.4% | -42.4% |
| YTD | -21.7% | +218.7% | -240.3% | -26.0% |
| 1Y | -25.9% | +378.0% | -403.9% | -27.9% |
| All | -25.9% | +362.8% | -388.7% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling