+34.5%
CMS vs IOVA
-63.3%
+97.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.7% |
| 7D | +1.7% | -3.5% | +5.2% | +1.8% |
| 30D | +6.2% | -45.4% | +51.6% | +6.8% |
| 3M | +0.6% | +19.0% | -18.4% | -0.1% |
| 6M | -1.8% | +112.0% | -113.8% | -3.7% |
| YTD | +3.8% | +184.2% | -180.4% | +1.0% |
| 1Y | -1.8% | +222.0% | -223.8% | -4.7% |
| 3Y | +39.8% | +92.6% | -52.7% | +35.4% |
| All | +34.5% | -63.3% | +97.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling