-3.3%
CLX vs IOVA
+3.8%
-7.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.9% |
| 7D | -5.9% | -6.4% | +0.6% | -5.7% |
| 30D | -17.0% | +25.4% | -42.5% | -17.4% |
| 3M | -9.6% | +115.3% | -124.9% | -11.2% |
| 6M | -21.5% | +56.5% | -78.1% | -22.6% |
| YTD | -8.8% | +198.2% | -207.0% | -11.3% |
| 1Y | -24.7% | +242.0% | -266.7% | -27.1% |
| 3Y | -35.6% | +36.8% | -72.4% | -38.0% |
| 5Y | -37.6% | -64.3% | +26.6% | -39.4% |
| All | -3.3% | +3.8% | -7.1% | -9.8% |
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