-7.8%
CLX vs IOVA
+99.0%
-106.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +9.5% | -3.5% | +13.0% | +9.6% |
| 30D | +30.7% | -45.4% | +76.1% | +32.0% |
| 3M | +4.2% | +19.0% | -14.8% | +2.9% |
| 6M | +22.1% | +112.0% | -89.9% | +18.1% |
| YTD | +14.1% | +184.2% | -170.2% | +9.0% |
| 1Y | +10.3% | +222.0% | -211.7% | +4.8% |
| 3Y | -7.8% | +92.6% | -100.4% | -16.8% |
| All | -7.8% | +99.0% | -106.8% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling