+639.5%
CEG vs IOVA
-39.7%
+679.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.8% | +4.8% |
| 7D | +8.0% | +9.7% | -1.7% | +7.6% |
| 30D | +12.9% | +102.5% | -89.6% | +9.2% |
| 3M | +13.2% | +100.7% | -87.5% | +9.2% |
| 6M | -7.0% | +106.3% | -113.3% | -10.7% |
| YTD | -15.0% | +222.0% | -237.0% | -20.1% |
| 1Y | -2.7% | +299.5% | -302.3% | -9.8% |
| 3Y | +184.1% | +42.9% | +141.1% | +168.1% |
| All | +639.5% | -39.7% | +679.1% | +625.0% |
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