-0.6%
CMS vs IOVA
+255.8%
-256.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.3% |
| 7D | -0.5% | -5.2% | +4.7% | -0.5% |
| 30D | +7.2% | -37.8% | +45.0% | +7.1% |
| 3M | -1.3% | +29.5% | -30.7% | -2.6% |
| 6M | -4.3% | +96.6% | -100.9% | -6.8% |
| YTD | +2.1% | +194.5% | -192.4% | -2.3% |
| 1Y | -0.6% | +248.1% | -248.6% | -6.4% |
| All | -0.6% | +255.8% | -256.3% | -6.4% |
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 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