+2,289.4%
CLS vs IOVA
-92.3%
+2,381.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | -22.2% | -5.2% | -17.0% | -22.1% |
| 30D | -44.4% | -37.8% | -6.6% | -43.9% |
| 3M | -34.3% | +29.5% | -63.8% | -34.7% |
| 6M | -50.1% | +96.6% | -146.6% | -50.9% |
| YTD | -30.1% | +194.5% | -224.6% | -32.0% |
| 1Y | -39.3% | +248.1% | -287.4% | -41.2% |
| 3Y | +732.7% | +86.1% | +646.6% | +708.6% |
| 5Y | +1,777.2% | -67.8% | +1,845.0% | +1,739.3% |
| 10Y | +1,645.6% | +38.6% | +1,607.0% | +1,605.7% |
| All | +2,289.4% | -92.3% | +2,381.7% | +2,331.6% |
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