+272.2%
CME vs IOVA
+3.8%
+268.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | -2.4% | -6.4% | +4.1% | -2.2% |
| 30D | +6.2% | +25.4% | -19.2% | +5.3% |
| 3M | +4.4% | +115.3% | -111.0% | +1.3% |
| 6M | -9.6% | +56.5% | -66.2% | -11.7% |
| YTD | +3.8% | +198.2% | -194.4% | -1.2% |
| 1Y | +9.5% | +242.0% | -232.5% | +3.3% |
| 3Y | +51.9% | +36.8% | +15.1% | +41.8% |
| 5Y | +78.7% | -64.3% | +143.0% | +73.5% |
| All | +272.2% | +3.8% | +268.4% | +225.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling