-29.6%
CLS vs IOVA
+362.8%
-392.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.5% | -7.6% | -9.0% |
| 7D | -21.1% | -41.3% | +20.1% | -19.1% |
| 30D | -38.2% | -38.5% | +0.3% | -36.8% |
| 3M | -36.3% | +99.5% | -135.8% | -36.6% |
| 6M | -43.8% | +126.0% | -169.8% | -45.2% |
| YTD | -20.0% | +218.7% | -238.7% | -27.3% |
| 1Y | -29.6% | +378.0% | -407.6% | -41.2% |
| All | -29.6% | +362.8% | -392.4% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling