+503.2%
CMI vs IOVA
+9.7%
+493.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.4% | +0.8% |
| 7D | -0.7% | -2.2% | +1.4% | -0.6% |
| 30D | -12.4% | +27.6% | -40.0% | -14.0% |
| 3M | -14.8% | +117.2% | -131.9% | -20.2% |
| 6M | +0.8% | +77.7% | -76.9% | -4.8% |
| YTD | +10.2% | +215.0% | -204.8% | -0.8% |
| 1Y | +37.4% | +255.4% | -217.9% | +21.7% |
| 3Y | +153.3% | +42.6% | +110.7% | +123.3% |
| 5Y | +167.6% | -62.2% | +229.8% | +146.6% |
| All | +503.2% | +9.7% | +493.5% | +401.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling