+187.0%
CCJ vs IOVA
-92.3%
+279.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.3% |
| 7D | +0.4% | -8.5% | +8.9% | +0.6% |
| 30D | -17.2% | -44.7% | +27.5% | -16.3% |
| 3M | -25.1% | +26.2% | -51.4% | -25.8% |
| 6M | -37.6% | +123.2% | -160.8% | -39.2% |
| YTD | -20.4% | +196.0% | -216.3% | -23.2% |
| 1Y | -22.5% | +240.9% | -263.5% | -25.6% |
| 3Y | +72.5% | +103.5% | -31.1% | +64.5% |
| 5Y | +179.9% | -65.5% | +245.3% | +172.7% |
| 10Y | +772.6% | +7.0% | +765.6% | +731.8% |
| All | +187.0% | -92.3% | +279.4% | +157.9% |
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 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