+121.0%
CMI vs IOVA
+99.0%
+22.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +0.5% | -3.5% | +4.0% | +0.7% |
| 30D | -14.0% | -45.4% | +31.4% | -11.3% |
| 3M | -28.1% | +19.0% | -47.2% | -29.8% |
| 6M | -35.8% | +112.0% | -147.9% | -40.5% |
| YTD | -10.5% | +184.2% | -194.8% | -19.7% |
| 1Y | -1.9% | +222.0% | -223.9% | -12.9% |
| 3Y | +121.0% | +92.6% | +28.4% | +86.4% |
| All | +121.0% | +99.0% | +22.0% | +86.4% |
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