+1,914.6%
CLS vs IOVA
+0.8%
+1,913.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.5% |
| 7D | +16.3% | -3.5% | +19.8% | +16.6% |
| 30D | -25.7% | -45.4% | +19.7% | -22.0% |
| 3M | -30.9% | +19.0% | -49.9% | -32.5% |
| 6M | -35.5% | +112.0% | -147.5% | -41.4% |
| YTD | -18.7% | +184.2% | -202.9% | -29.2% |
| 1Y | -17.9% | +222.0% | -239.9% | -29.4% |
| 3Y | +838.1% | +92.6% | +745.5% | +693.0% |
| 5Y | +1,971.9% | -63.2% | +2,035.1% | +1,775.1% |
| All | +1,914.6% | +0.8% | +1,913.8% | +1,675.2% |
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 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