+0.4%
CMS vs IOVA
+362.8%
-362.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +4.1% | -41.3% | +45.3% | +4.2% |
| 30D | +10.9% | -38.5% | +49.4% | +10.9% |
| 3M | -0.2% | +99.5% | -99.8% | -2.1% |
| 6M | -4.7% | +126.0% | -130.7% | -7.1% |
| YTD | +3.9% | +218.7% | -214.8% | +0.2% |
| 1Y | +0.4% | +378.0% | -377.7% | -5.1% |
| All | +0.4% | +362.8% | -362.4% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling