+904.9%
CME vs IOVA
-91.6%
+996.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.6% | +9.7% | -11.3% | -1.7% |
| 30D | +6.2% | +102.5% | -96.3% | +5.3% |
| 3M | +10.4% | +100.7% | -90.3% | +9.4% |
| 6M | -9.5% | +106.3% | -115.9% | -10.5% |
| YTD | +6.0% | +222.0% | -216.0% | +4.2% |
| 1Y | +9.3% | +299.5% | -290.3% | +7.0% |
| 3Y | +57.7% | +42.9% | +14.7% | +54.4% |
| 5Y | +77.7% | -65.0% | +142.7% | +75.4% |
| 10Y | +281.2% | +10.3% | +270.9% | +270.1% |
| All | +904.9% | -91.6% | +996.6% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling