-39.4%
IOVA vs CLBK
+67.9%
-107.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +9.7% | +1.2% | +8.5% | +9.2% |
| 30D | +102.5% | +9.1% | +93.4% | +94.7% |
| 3M | +100.7% | +27.7% | +73.0% | +79.4% |
| 6M | +106.3% | +40.8% | +65.5% | +76.8% |
| YTD | +222.0% | +66.4% | +155.6% | +153.2% |
| 1Y | +299.5% | +72.4% | +227.2% | +205.9% |
| 3Y | +42.9% | +50.7% | -7.8% | +15.9% |
| 5Y | -65.0% | +42.9% | -107.9% | -73.0% |
| All | -39.4% | +67.9% | -107.3% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling