+299.5%
CME vs IOVA
+28.7%
+270.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.5% |
| 7D | -0.6% | +1.9% | -2.4% | -0.6% |
| 30D | +8.5% | -44.1% | +52.7% | +9.9% |
| 3M | +16.0% | +28.9% | -12.8% | +14.3% |
| 6M | +9.3% | +125.7% | -116.3% | +5.2% |
| YTD | +15.3% | +199.3% | -184.0% | +9.2% |
| 1Y | +14.4% | +255.2% | -240.8% | +7.5% |
| 3Y | +59.9% | +106.8% | -46.9% | +45.8% |
| 5Y | +69.4% | -67.1% | +136.5% | +65.0% |
| 10Y | +299.5% | +16.7% | +282.8% | +257.4% |
| All | +299.5% | +28.7% | +270.8% | +257.4% |
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 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