-64.9%
IOVA vs CLBK
+41.8%
-106.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | -2.2% | -1.5% | -0.7% | -1.6% |
| 30D | +31.7% | +6.7% | +25.0% | +28.4% |
| 3M | +117.3% | +21.2% | +96.1% | +101.7% |
| 6M | +55.8% | +42.0% | +13.9% | +36.3% |
| YTD | +208.8% | +63.3% | +145.5% | +153.6% |
| 1Y | +255.7% | +65.4% | +190.3% | +188.3% |
| 3Y | +41.7% | +52.5% | -10.8% | +19.0% |
| 5Y | -64.9% | +42.0% | -106.9% | -73.7% |
| All | -64.9% | +41.8% | -106.7% | -73.7% |
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