+11.8%
CRM vs IOVA
+43.8%
-32.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.7% | +1.7% |
| 7D | -4.4% | -2.2% | -2.3% | -4.3% |
| 30D | +28.1% | +27.6% | +0.5% | +26.6% |
| 3M | +48.8% | +117.2% | -68.3% | +42.2% |
| 6M | +28.3% | +77.7% | -49.4% | +23.4% |
| YTD | -6.0% | +215.0% | -221.0% | -13.6% |
| 1Y | +1.4% | +255.4% | -253.9% | -8.0% |
| 3Y | +11.8% | +42.6% | -30.8% | -2.1% |
| All | +11.8% | +43.8% | -32.0% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling