-61.4%
CLSK vs IOVA
+16.8%
-78.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.4% |
| 7D | +21.9% | +5.1% | +16.8% | +20.6% |
| 30D | +9.6% | +37.2% | -27.6% | +2.7% |
| 3M | -18.4% | +117.5% | -135.9% | -32.6% |
| 6M | +46.4% | +69.6% | -23.2% | +25.2% |
| YTD | +33.2% | +218.7% | -185.5% | -2.3% |
| 1Y | +47.0% | +265.5% | -218.5% | +2.9% |
| 3Y | +206.4% | +46.2% | +160.1% | +122.5% |
| 5Y | +5.4% | -63.2% | +68.6% | -8.8% |
| All | -61.4% | +16.8% | -78.2% | -66.3% |
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 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