+518.2%
CEG vs IOVA
-44.8%
+563.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +4.2% |
| 7D | -4.7% | -5.2% | +0.5% | -4.6% |
| 30D | -16.6% | -37.8% | +21.2% | -15.5% |
| 3M | -4.1% | +29.5% | -33.6% | -6.2% |
| 6M | -22.3% | +96.6% | -118.9% | -25.8% |
| YTD | -28.9% | +194.5% | -223.4% | -33.6% |
| 1Y | -28.5% | +248.1% | -276.5% | -33.7% |
| 3Y | +104.3% | +86.1% | +18.2% | +90.4% |
| All | +518.2% | -44.8% | +563.0% | +502.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling