+84.9%
CL vs IOVA
+12.2%
+72.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.6% | -8.5% | +11.1% | +2.7% |
| 30D | +11.8% | -44.7% | +56.5% | +12.7% |
| 3M | +5.9% | +26.2% | -20.3% | +4.8% |
| 6M | +13.3% | +123.2% | -109.9% | +10.4% |
| YTD | +27.1% | +196.0% | -168.9% | +22.7% |
| 1Y | +28.0% | +240.9% | -212.9% | +23.0% |
| 3Y | +39.4% | +103.5% | -64.1% | +32.1% |
| 5Y | +40.8% | -65.5% | +106.2% | +37.2% |
| 10Y | +84.9% | +7.0% | +77.9% | +76.5% |
| All | +84.9% | +12.2% | +72.6% | +76.5% |
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