+123.5%
CMS vs IOVA
+34.0%
+89.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.4% |
| 7D | -0.5% | -5.2% | +4.7% | -0.4% |
| 30D | +7.2% | -37.8% | +45.0% | +7.8% |
| 3M | -1.3% | +29.5% | -30.7% | -2.2% |
| 6M | -4.3% | +96.6% | -100.9% | -6.4% |
| YTD | +2.1% | +194.5% | -192.4% | -1.3% |
| 1Y | -0.6% | +248.1% | -248.6% | -4.2% |
| 3Y | +38.0% | +86.1% | -48.1% | +32.1% |
| 5Y | +33.6% | -67.8% | +101.5% | +30.3% |
| All | +123.5% | +34.0% | +89.5% | +129.4% |
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