+816.7%
CRM vs IOVA
-92.0%
+908.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.9% |
| 30D | +23.6% | +31.7% | -8.1% | +22.7% |
| 3M | +39.6% | +117.3% | -77.7% | +36.2% |
| 6M | +23.4% | +55.8% | -32.4% | +21.2% |
| YTD | -7.4% | +208.8% | -216.2% | -10.9% |
| 1Y | -2.3% | +255.7% | -258.0% | -6.6% |
| 3Y | +10.5% | +41.7% | -31.2% | +5.8% |
| 5Y | -4.7% | -64.9% | +60.2% | -7.3% |
| 10Y | +234.7% | +6.3% | +228.4% | +218.1% |
| All | +816.7% | -92.0% | +908.7% | +801.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling