+18.3%
CLX vs IOVA
+26.6%
-8.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.2% |
| 7D | +13.6% | -5.2% | +18.8% | +13.7% |
| 30D | +23.4% | -37.8% | +61.1% | +24.1% |
| 3M | -2.8% | +29.5% | -32.3% | -3.8% |
| 6M | +14.0% | +96.6% | -82.6% | +11.6% |
| YTD | +4.2% | +194.5% | -190.3% | +0.9% |
| 1Y | -1.2% | +248.1% | -249.2% | -4.6% |
| 3Y | -12.7% | +86.1% | -98.8% | -16.5% |
| 5Y | -26.5% | -67.8% | +41.4% | -28.7% |
| All | +18.3% | +26.6% | -8.3% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling