+17.2%
CME vs IOVA
+189.0%
-171.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | -0.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +13.5% | -47.4% | +60.9% | +12.6% |
| 3M | +20.9% | +13.2% | +7.7% | +20.7% |
| 6M | +11.5% | +114.3% | -102.8% | +11.0% |
| YTD | +19.5% | +179.5% | -160.0% | +15.8% |
| 1Y | +17.2% | +200.4% | -183.2% | +12.9% |
| All | +17.2% | +189.0% | -171.8% | +12.9% |
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