-13.1%
CAVA vs IOVA
+259.8%
-273.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +3.6% |
| 7D | -8.0% | -2.2% | -5.9% | -8.1% |
| 30D | -19.6% | +27.6% | -47.2% | -19.1% |
| 3M | -36.7% | +117.2% | -153.9% | -35.0% |
| 6M | -30.6% | +77.7% | -108.3% | -29.1% |
| YTD | -4.8% | +215.0% | -219.8% | +0.4% |
| 1Y | -13.1% | +255.4% | -268.5% | -3.3% |
| All | -13.1% | +259.8% | -273.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling