+777.0%
CMI vs IOVA
-91.7%
+868.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | +1.9% | +5.1% | -3.2% | +1.8% |
| 30D | -12.5% | +37.2% | -49.7% | -13.1% |
| 3M | -16.2% | +117.5% | -133.7% | -17.7% |
| 6M | +4.9% | +69.6% | -64.7% | +3.3% |
| YTD | +11.1% | +218.7% | -207.5% | +8.0% |
| 1Y | +43.4% | +265.5% | -222.2% | +38.7% |
| 3Y | +154.1% | +46.2% | +107.8% | +146.0% |
| 5Y | +169.5% | -63.2% | +232.7% | +163.4% |
| 10Y | +503.8% | +6.1% | +497.7% | +478.2% |
| All | +777.0% | -91.7% | +868.7% | +716.2% |
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