+1,751.5%
CLS vs IOVA
+28.7%
+1,722.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.2% | +7.7% |
| 7D | -10.6% | +1.9% | -12.4% | -10.6% |
| 30D | -38.4% | -44.1% | +5.7% | -35.5% |
| 3M | -29.9% | +28.9% | -58.7% | -32.0% |
| 6M | -40.6% | +125.7% | -166.3% | -46.4% |
| YTD | -24.6% | +199.3% | -223.9% | -34.6% |
| 1Y | -30.8% | +255.2% | -286.0% | -41.0% |
| 3Y | +811.7% | +106.8% | +704.9% | +666.6% |
| 5Y | +1,838.4% | -67.1% | +1,905.5% | +1,665.8% |
| 10Y | +1,751.5% | +16.7% | +1,734.8% | +1,501.5% |
| All | +1,751.5% | +28.7% | +1,722.8% | +1,501.5% |
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 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