-3.1%
CMS vs IOVA
+237.6%
-240.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -0.9% | +1.9% | -2.8% | -0.9% |
| 30D | +7.1% | -44.1% | +51.2% | +7.2% |
| 3M | -1.3% | +28.9% | -30.2% | -2.6% |
| 6M | -2.7% | +125.7% | -128.3% | -5.5% |
| YTD | +2.6% | +199.3% | -196.6% | -1.8% |
| All | -3.1% | +237.6% | -240.7% | -8.6% |
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 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