+753.7%
CCJ vs IOVA
+0.8%
+752.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -0.8% | -3.5% | +2.7% | -0.5% |
| 30D | -13.2% | -45.4% | +32.2% | -9.7% |
| 3M | -27.6% | +19.0% | -46.7% | -29.8% |
| 6M | -38.7% | +112.0% | -150.7% | -43.9% |
| YTD | -22.7% | +184.2% | -206.9% | -31.8% |
| 1Y | -17.6% | +222.0% | -239.6% | -28.2% |
| 3Y | +62.7% | +92.6% | -29.9% | +34.9% |
| 5Y | +159.7% | -63.2% | +222.9% | +137.2% |
| All | +753.7% | +0.8% | +752.9% | +658.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling