+196.9%
CCJ vs IOVA
-92.2%
+289.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.7% |
| 7D | +2.7% | +1.9% | +0.8% | +2.7% |
| 30D | -14.4% | -44.1% | +29.7% | -13.4% |
| 3M | -22.6% | +28.9% | -51.5% | -23.4% |
| 6M | -35.4% | +125.7% | -161.1% | -37.1% |
| YTD | -17.6% | +199.3% | -216.9% | -20.5% |
| 1Y | -18.1% | +255.2% | -273.4% | -21.4% |
| 3Y | +79.6% | +106.8% | -27.3% | +71.2% |
| 5Y | +175.3% | -67.1% | +242.3% | +168.4% |
| 10Y | +844.8% | +16.7% | +828.1% | +799.8% |
| All | +196.9% | -92.2% | +289.1% | +166.6% |
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