+0.3%
CLX vs IOVA
+232.2%
-231.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.2% |
| 7D | +13.6% | -5.2% | +18.8% | +13.6% |
| 30D | +23.4% | -37.8% | +61.1% | +23.3% |
| 3M | -2.8% | +29.5% | -32.3% | -4.1% |
| 6M | +14.0% | +96.6% | -82.6% | +11.1% |
| YTD | +4.2% | +194.5% | -190.3% | +1.6% |
| All | +0.3% | +232.2% | -231.9% | -3.3% |
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