+639.7%
CEG vs IOVA
-40.3%
+680.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | +6.7% | +5.1% | +1.6% | +6.5% |
| 30D | +11.0% | +37.2% | -26.2% | +9.4% |
| 3M | +19.5% | +117.5% | -98.0% | +14.9% |
| 6M | -5.9% | +69.6% | -75.4% | -8.8% |
| YTD | -15.0% | +218.7% | -233.7% | -20.0% |
| 1Y | +0.6% | +265.5% | -264.9% | -6.2% |
| 3Y | +180.6% | +46.2% | +134.4% | +164.7% |
| All | +639.7% | -40.3% | +680.0% | +625.5% |
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 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