+73.4%
CL vs IOVA
+34.0%
+39.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.2% |
| 7D | +1.3% | -5.2% | +6.5% | +1.4% |
| 30D | +11.4% | -37.8% | +49.1% | +12.0% |
| 3M | +4.4% | +29.5% | -25.0% | +3.3% |
| 6M | +10.8% | +96.6% | -85.8% | +8.3% |
| YTD | +25.1% | +194.5% | -169.4% | +20.9% |
| 1Y | +28.0% | +248.1% | -220.1% | +23.1% |
| 3Y | +37.6% | +86.1% | -48.5% | +31.0% |
| 5Y | +39.7% | -67.8% | +107.5% | +36.7% |
| All | +73.4% | +34.0% | +39.4% | +70.7% |
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