+63.2%
CME vs IOVA
+85.3%
-22.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.4% |
| 7D | +0.9% | -5.2% | +6.1% | +0.9% |
| 30D | +13.2% | -37.8% | +51.0% | +12.7% |
| 3M | +16.3% | +29.5% | -13.2% | +16.6% |
| 6M | +7.1% | +96.6% | -89.4% | +7.8% |
| YTD | +15.8% | +194.5% | -178.7% | +16.8% |
| 1Y | +17.1% | +248.1% | -231.0% | +18.2% |
| 3Y | +63.2% | +86.1% | -23.0% | +73.3% |
| All | +63.2% | +85.3% | -22.1% | +73.3% |
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