-43.9%
IOVA vs CLBK
+65.6%
-109.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -4.0% | -3.7% |
| 7D | -6.4% | -1.4% | -5.1% | -5.8% |
| 30D | +25.4% | +4.5% | +20.9% | +22.9% |
| 3M | +115.3% | +22.8% | +92.6% | +96.1% |
| 6M | +56.5% | +43.4% | +13.1% | +33.2% |
| YTD | +198.2% | +64.1% | +134.1% | +136.0% |
| 1Y | +242.0% | +67.6% | +174.5% | +165.5% |
| 3Y | +36.8% | +53.3% | -16.5% | +10.2% |
| 5Y | -64.3% | +44.8% | -109.1% | -72.7% |
| All | -43.9% | +65.6% | -109.5% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling