+164.4%
CMI vs IOVA
-66.4%
+230.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.6% |
| 7D | +0.8% | -6.4% | +7.3% | +1.2% |
| 30D | -12.8% | +25.4% | -38.2% | -14.2% |
| 3M | -12.4% | +115.3% | -127.8% | -17.5% |
| 6M | -0.9% | +56.5% | -57.4% | -5.1% |
| YTD | +8.9% | +198.2% | -189.3% | -0.7% |
| 1Y | +37.7% | +242.0% | -204.3% | +23.6% |
| 3Y | +148.9% | +36.8% | +112.0% | +122.3% |
| 5Y | +164.4% | -64.3% | +228.6% | +144.1% |
| All | +164.4% | -66.4% | +230.8% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling