+866.9%
CMG vs IOVA
-92.7%
+959.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -3.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +15.9% | -47.4% | +63.3% | +17.1% |
| 3M | +7.8% | +13.2% | -5.5% | +6.8% |
| 6M | +7.7% | +114.3% | -106.7% | +4.8% |
| YTD | -4.9% | +179.5% | -184.4% | -8.4% |
| 1Y | +12.3% | +200.4% | -188.1% | +7.9% |
| 3Y | -17.1% | +92.2% | -109.3% | -21.1% |
| 5Y | -5.6% | -63.8% | +58.2% | -8.3% |
| 10Y | +342.9% | +0.4% | +342.5% | +321.2% |
| All | +866.9% | -92.7% | +959.6% | +790.0% |
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