-23.7%
CLX vs IOVA
+265.5%
-289.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.6% |
| 7D | -3.5% | +5.1% | -8.6% | -3.6% |
| 30D | -11.9% | +37.2% | -49.1% | -12.3% |
| 3M | -2.6% | +117.5% | -120.1% | -4.0% |
| 6M | -18.2% | +69.6% | -87.8% | -19.5% |
| YTD | -5.9% | +218.7% | -224.6% | -7.2% |
| All | -23.7% | +265.5% | -289.3% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling