-7.6%
CMG vs IOVA
+41.0%
-48.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.4% |
| 7D | -6.5% | -2.2% | -4.3% | -6.4% |
| 30D | +12.1% | +31.7% | -19.6% | +10.9% |
| 3M | +20.6% | +117.3% | -96.7% | +16.7% |
| 6M | +2.1% | +55.8% | -53.7% | -0.1% |
| YTD | -2.6% | +208.8% | -211.4% | -8.1% |
| 1Y | -8.7% | +255.7% | -264.4% | -14.8% |
| All | -7.6% | +41.0% | -48.5% | -13.2% |
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