-35.7%
CLX vs IOVA
-63.5%
+27.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 3M | -2.6% | +117.5% | -120.1% | -4.4% |
| 6M | -18.2% | +69.6% | -87.8% | -19.4% |
| YTD | -5.9% | +218.7% | -224.6% | -8.6% |
| 1Y | -23.8% | +265.5% | -289.4% | -26.3% |
| 3Y | -33.6% | +46.2% | -79.8% | -36.3% |
| 5Y | -35.7% | -63.2% | +27.6% | -39.3% |
| All | -35.7% | -63.5% | +27.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling