+3,511.0%
CLS vs IOVA
-91.6%
+3,602.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | +4.6% | +9.7% | -5.2% | +4.4% |
| 30D | -13.9% | +102.5% | -116.4% | -15.2% |
| 3M | -26.6% | +100.7% | -127.3% | -27.7% |
| 6M | +15.4% | +106.3% | -90.9% | +13.3% |
| YTD | +5.7% | +222.0% | -216.3% | +2.7% |
| 1Y | +41.1% | +299.5% | -258.4% | +36.5% |
| 3Y | +1,228.6% | +42.9% | +1,185.7% | +1,193.4% |
| 5Y | +3,240.6% | -65.0% | +3,305.6% | +3,171.5% |
| 10Y | +2,760.3% | +10.3% | +2,750.1% | +2,694.1% |
| All | +3,511.0% | -91.6% | +3,602.6% | +3,573.1% |
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