+24.9%
CLX vs IOVA
+28.7%
-3.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.5% |
| 7D | +17.4% | +1.9% | +15.5% | +17.3% |
| 30D | +27.8% | -44.1% | +71.9% | +28.7% |
| 3M | +3.0% | +28.9% | -25.9% | +2.0% |
| 6M | +17.5% | +125.7% | -108.2% | +14.8% |
| YTD | +10.0% | +199.3% | -189.3% | +6.5% |
| 1Y | +3.3% | +255.2% | -251.9% | -0.4% |
| 3Y | -10.1% | +106.8% | -117.0% | -14.2% |
| 5Y | -23.7% | -67.1% | +43.3% | -26.0% |
| 10Y | +24.9% | +16.7% | +8.2% | +17.8% |
| All | +24.9% | +28.7% | -3.8% | +17.8% |
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