+115.2%
CMS vs IOVA
+9.2%
+106.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +0.4% | +9.7% | -9.4% | +0.2% |
| 30D | -3.6% | +102.5% | -106.1% | -5.1% |
| 3M | -1.9% | +100.7% | -102.6% | -3.6% |
| 6M | -11.0% | +106.3% | -117.3% | -12.8% |
| YTD | +0.2% | +222.0% | -221.8% | -2.9% |
| 1Y | -1.3% | +299.5% | -300.9% | -5.0% |
| 3Y | +35.9% | +42.9% | -7.0% | +30.9% |
| 5Y | +23.1% | -65.0% | +88.1% | +20.3% |
| All | +115.2% | +9.2% | +106.0% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling