+136.0%
CMS vs IOVA
+7.2%
+128.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.1% | -7.0% | +5.9% | -1.0% |
| 30D | +6.6% | -44.4% | +51.0% | +7.5% |
| 3M | +0.8% | +24.7% | -23.8% | -0.2% |
| 6M | -3.3% | +118.6% | -122.0% | -5.7% |
| YTD | +2.7% | +196.3% | -193.6% | -0.8% |
| 1Y | -4.0% | +205.3% | -209.3% | -7.5% |
| 3Y | +37.6% | +103.8% | -66.2% | +31.1% |
| 5Y | +35.4% | -65.6% | +101.0% | +31.8% |
| 10Y | +136.0% | +6.4% | +129.6% | +131.4% |
| All | +136.0% | +7.2% | +128.9% | +131.4% |
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