+132.3%
CMS vs IOVA
+28.7%
+103.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -0.9% | +1.9% | -2.8% | -1.0% |
| 30D | +7.1% | -44.1% | +51.2% | +7.9% |
| 3M | -1.3% | +28.9% | -30.2% | -2.3% |
| 6M | -2.7% | +125.7% | -128.3% | -5.1% |
| YTD | +2.6% | +199.3% | -196.6% | -0.9% |
| 1Y | -2.0% | +255.2% | -257.2% | -5.8% |
| 3Y | +39.6% | +106.8% | -67.2% | +33.1% |
| 5Y | +35.3% | -67.1% | +102.4% | +31.9% |
| 10Y | +132.3% | +16.7% | +115.6% | +128.6% |
| All | +132.3% | +28.7% | +103.7% | +128.6% |
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