+19.6%
CME vs IOVA
+362.8%
-343.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +4.8% | -41.3% | +46.1% | +4.4% |
| 30D | +14.2% | -38.5% | +52.7% | +13.7% |
| 3M | +17.9% | +99.5% | -81.6% | +17.6% |
| 6M | +7.2% | +126.0% | -118.7% | +6.4% |
| YTD | +16.7% | +218.7% | -202.0% | +13.1% |
| 1Y | +19.6% | +378.0% | -358.5% | +13.1% |
| All | +19.6% | +362.8% | -343.2% | +13.1% |
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