+205.5%
CLSK vs IOVA
+36.1%
+169.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.9% |
| 7D | +1.7% | -6.4% | +8.2% | +3.1% |
| 30D | +11.1% | +25.4% | -14.3% | +6.4% |
| 3M | -14.1% | +115.3% | -129.4% | -28.0% |
| 6M | +32.9% | +56.5% | -23.6% | +16.9% |
| YTD | +26.5% | +198.2% | -171.7% | -4.9% |
| 1Y | +27.6% | +242.0% | -214.4% | -8.1% |
| All | +205.5% | +36.1% | +169.4% | +103.0% |
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