+66.4%
CME vs IOVA
+99.0%
-32.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | +3.9% | -3.5% | +7.4% | +3.9% |
| 30D | +11.3% | -45.4% | +56.7% | +10.8% |
| 3M | +19.6% | +19.0% | +0.5% | +19.8% |
| 6M | +8.1% | +112.0% | -103.9% | +8.8% |
| YTD | +20.4% | +184.2% | -163.8% | +21.3% |
| 1Y | +16.5% | +222.0% | -205.5% | +17.5% |
| 3Y | +66.4% | +92.6% | -26.1% | +76.7% |
| All | +66.4% | +99.0% | -32.5% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling