+142.5%
CLX vs IOVA
-92.3%
+234.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.5% |
| 3M | -2.8% | +29.5% | -32.3% | -3.1% |
| 6M | +14.0% | +96.6% | -82.6% | +13.4% |
| YTD | +4.2% | +194.5% | -190.3% | +3.4% |
| 1Y | -1.2% | +248.1% | -249.2% | -1.9% |
| 3Y | -12.7% | +86.1% | -98.8% | -13.5% |
| 5Y | -26.5% | -67.8% | +41.4% | -27.0% |
| 10Y | +20.2% | +38.6% | -18.4% | +19.0% |
| All | +142.5% | -92.3% | +234.9% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling