+41.5%
CL vs IOVA
-65.6%
+107.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -7.0% | +6.2% | -0.7% |
| 30D | +9.5% | -44.4% | +54.0% | +9.8% |
| 3M | +6.8% | +24.7% | -17.9% | +6.3% |
| 6M | +14.3% | +118.6% | -104.4% | +13.0% |
| YTD | +27.0% | +196.3% | -169.3% | +25.2% |
| 1Y | +26.3% | +205.3% | -179.0% | +24.4% |
| 3Y | +39.3% | +103.8% | -64.5% | +37.1% |
| 5Y | +41.5% | -65.6% | +107.1% | +34.6% |
| All | +41.5% | -65.6% | +107.1% | +34.6% |
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