+1,242.3%
CLS vs IOVA
+49.0%
+1,193.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +4.6% | +9.7% | -5.2% | +3.6% |
| 30D | -13.9% | +102.5% | -116.4% | -20.7% |
| 3M | -26.6% | +100.7% | -127.3% | -32.7% |
| 6M | +15.4% | +106.3% | -90.9% | +3.9% |
| YTD | +5.7% | +222.0% | -216.3% | -11.0% |
| 1Y | +41.1% | +299.5% | -258.4% | +14.5% |
| All | +1,242.3% | +49.0% | +1,193.3% | +1,019.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling