+27.6%
CAVA vs IOVA
+0.1%
+27.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +3.1% |
| 7D | -8.0% | -2.2% | -5.9% | -7.9% |
| 30D | -19.6% | +27.6% | -47.2% | -20.9% |
| 3M | -36.7% | +117.2% | -153.9% | -40.3% |
| 6M | -30.6% | +77.7% | -108.3% | -34.0% |
| YTD | -4.8% | +215.0% | -219.8% | -14.1% |
| 1Y | -13.1% | +255.4% | -268.5% | -23.1% |
| 3Y | +48.8% | +42.6% | +6.2% | +26.1% |
| All | +27.6% | +0.1% | +27.5% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling