+30.3%
CLX vs IOVA
-0.9%
+31.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +6.9% | +1.4% |
| 7D | +8.5% | -1.4% | +9.9% | +8.5% |
| 30D | +30.0% | -47.4% | +77.4% | +31.1% |
| 3M | +3.8% | +13.2% | -9.4% | +3.0% |
| 6M | +24.6% | +114.3% | -89.7% | +21.8% |
| YTD | +12.8% | +179.5% | -166.7% | +9.3% |
| 1Y | +8.6% | +200.4% | -191.8% | +5.0% |
| 3Y | -8.6% | +92.2% | -100.8% | -12.7% |
| 5Y | -21.8% | -63.8% | +42.0% | -24.3% |
| All | +30.3% | -0.9% | +31.2% | +22.5% |
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