+273.1%
CME vs IOVA
+7.5%
+265.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -0.6% | -2.2% | +1.6% | -0.6% |
| 30D | +4.7% | +31.7% | -27.0% | +3.7% |
| 3M | +7.8% | +117.3% | -109.4% | +4.6% |
| 6M | -11.0% | +55.8% | -66.8% | -12.9% |
| YTD | +4.0% | +208.8% | -204.8% | -1.1% |
| 1Y | +9.1% | +255.7% | -246.6% | +2.8% |
| 3Y | +52.3% | +41.7% | +10.6% | +42.0% |
| 5Y | +76.1% | -64.9% | +141.0% | +71.5% |
| All | +273.1% | +7.5% | +265.6% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling