+998.0%
CME vs IOVA
-92.3%
+1,090.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | +0.9% | -5.2% | +6.1% | +0.9% |
| 30D | +13.2% | -37.8% | +51.0% | +13.6% |
| 3M | +16.3% | +29.5% | -13.2% | +15.6% |
| 6M | +7.1% | +96.6% | -89.4% | +5.8% |
| YTD | +15.8% | +194.5% | -178.7% | +13.7% |
| 1Y | +17.1% | +248.1% | -231.0% | +14.6% |
| 3Y | +63.2% | +86.1% | -23.0% | +59.0% |
| 5Y | +70.2% | -67.8% | +138.1% | +67.9% |
| 10Y | +337.0% | +38.6% | +298.4% | +323.0% |
| All | +998.0% | -92.3% | +1,090.3% | +919.8% |
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