-65.5%
IOVA vs CLBK
+28.8%
-94.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -8.5% | +2.9% | -11.4% | -9.4% |
| 30D | -44.7% | +5.4% | -50.1% | -45.9% |
| 3M | +26.2% | +5.8% | +20.5% | +23.1% |
| 6M | +123.2% | +28.9% | +94.3% | +102.3% |
| YTD | +196.0% | +61.8% | +134.1% | +144.6% |
| 1Y | +240.9% | +63.1% | +177.8% | +180.0% |
| 3Y | +103.5% | +55.3% | +48.2% | +71.3% |
| 5Y | -65.5% | +28.0% | -93.5% | -70.6% |
| All | -65.5% | +28.8% | -94.2% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling