+606.2%
CMI vs IOVA
-92.6%
+698.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | +0.5% | -3.5% | +4.0% | +0.5% |
| 30D | -14.0% | -45.4% | +31.4% | -13.2% |
| 3M | -28.1% | +19.0% | -47.2% | -28.6% |
| 6M | -35.8% | +112.0% | -147.9% | -37.2% |
| YTD | -10.5% | +184.2% | -194.8% | -13.1% |
| 1Y | -1.9% | +222.0% | -223.9% | -5.0% |
| 3Y | +121.0% | +92.6% | +28.4% | +112.8% |
| 5Y | +114.6% | -63.2% | +177.7% | +109.3% |
| 10Y | +325.5% | +2.1% | +323.4% | +307.0% |
| All | +606.2% | -92.6% | +698.8% | +556.8% |
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 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