+176.8%
CCJ vs IOVA
+50.0%
+126.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +5.9% | +5.1% | +0.9% | +5.7% |
| 30D | +4.7% | +37.2% | -32.5% | +3.1% |
| 3M | -3.3% | +117.5% | -120.8% | -7.0% |
| 6M | -7.0% | +69.6% | -76.6% | -10.1% |
| YTD | +11.5% | +218.7% | -207.2% | +4.9% |
| 1Y | +32.3% | +265.5% | -233.3% | +23.7% |
| 3Y | +176.8% | +46.2% | +130.6% | +164.5% |
| All | +176.8% | +50.0% | +126.8% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling