+281.3%
CL vs IOVA
-92.6%
+374.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.0% | +11.0% | 0.0% |
| 7D | +5.9% | -19.0% | +25.0% | +6.0% |
| 30D | +13.8% | -40.3% | +54.0% | +14.0% |
| 3M | +6.4% | +78.3% | -71.9% | +5.8% |
| 6M | +15.6% | +94.5% | -78.8% | +14.8% |
| YTD | +27.9% | +183.5% | -155.6% | +26.6% |
| 1Y | +31.4% | +327.6% | -296.2% | +29.7% |
| 3Y | +41.4% | +83.8% | -42.5% | +39.5% |
| 5Y | +42.8% | -69.0% | +111.8% | +41.6% |
| 10Y | +79.7% | +33.4% | +46.2% | +76.8% |
| All | +281.3% | -92.6% | +374.0% | +272.2% |
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