+5.3%
CDE vs IOVA
-92.0%
+97.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.7% |
| 7D | -2.0% | -2.2% | +0.2% | -1.9% |
| 30D | +15.7% | +31.7% | -16.0% | +14.8% |
| 3M | +30.5% | +117.3% | -86.8% | +27.0% |
| 6M | -7.4% | +55.8% | -63.2% | -9.2% |
| YTD | +17.9% | +208.8% | -190.9% | +13.2% |
| 1Y | +46.7% | +255.7% | -209.0% | +40.0% |
| 3Y | +851.3% | +41.7% | +809.6% | +812.3% |
| 5Y | +202.9% | -64.9% | +267.8% | +195.1% |
| 10Y | +58.2% | +6.3% | +51.9% | +51.6% |
| All | +5.3% | -92.0% | +97.2% | +1.4% |
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