+30.9%
CL vs IOVA
+44.8%
-14.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -2.2% | +9.7% | -11.9% | -2.3% |
| 30D | -4.8% | +102.5% | -107.4% | -6.0% |
| 3M | +4.9% | +100.7% | -95.8% | +3.5% |
| 6M | -5.7% | +106.3% | -112.1% | -7.2% |
| YTD | +14.4% | +222.0% | -207.6% | +11.7% |
| 1Y | +8.7% | +299.5% | -290.8% | +5.7% |
| All | +30.9% | +44.8% | -14.0% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling